+1,112.0%
VST vs MMM
+82.0%
+1,030.0%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +10.6% | -1.4% | +11.9% | +11.1% |
| 7D | -9.8% | +6.2% | -16.0% | -12.8% |
| 30D | -25.1% | +14.2% | -39.3% | -30.0% |
| 3M | -11.6% | +2.9% | -14.5% | -13.6% |
| 6M | -20.9% | +27.6% | -48.5% | -30.0% |
| YTD | -22.3% | +17.3% | -39.6% | -28.9% |
| 1Y | -32.0% | +15.1% | -47.1% | -37.3% |
| 3Y | +262.4% | +157.1% | +105.3% | +130.2% |
| 5Y | +563.4% | +45.1% | +518.3% | +442.8% |
| All | +1,112.0% | +82.0% | +1,030.0% | +789.7% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling