+1,740.6%
VRT vs MMM
+42.5%
+1,698.1%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.4% | +4.9% | +4.1% |
| 7D | -21.4% | +6.2% | -27.6% | -24.1% |
| 30D | -25.8% | +14.2% | -40.0% | -31.0% |
| 3M | -33.5% | +2.9% | -36.4% | -35.0% |
| 6M | -49.0% | +27.6% | -76.6% | -55.1% |
| YTD | +12.9% | +17.3% | -4.3% | +3.0% |
| 1Y | 0.0% | +15.1% | -15.1% | -8.0% |
| 3Y | +361.8% | +157.1% | +204.7% | +185.1% |
| 5Y | +565.1% | +45.1% | +520.0% | +423.6% |
| All | +1,740.6% | +42.5% | +1,698.1% | +1,180.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded MMM wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling