-20.9%
VST vs MMM
+12.8%
-33.7%
-38.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.9% | -3.3% | +12.2% | +9.6% |
| 30D | +6.2% | -7.0% | +13.2% | +7.6% |
| 3M | -2.7% | +10.8% | -13.5% | -5.3% |
| 6M | -8.4% | +5.8% | -14.1% | -10.7% |
| YTD | -7.2% | +6.8% | -14.0% | -7.5% |
| 1Y | -20.9% | +10.4% | -31.3% | -20.5% |
| All | -20.9% | +12.8% | -33.7% | -20.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling