+1,216.9%
VST vs MMM
+62.3%
+1,154.5%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.1% | +3.4% | +3.5% |
| 7D | +8.9% | -3.3% | +12.2% | +10.5% |
| 30D | +6.2% | -7.0% | +13.2% | +9.5% |
| 3M | -2.7% | +10.8% | -13.5% | -7.4% |
| 6M | -8.4% | +5.8% | -14.1% | -11.2% |
| YTD | -7.2% | +6.8% | -14.0% | -10.6% |
| 1Y | -20.9% | +10.4% | -31.3% | -25.5% |
| 3Y | +384.0% | +104.7% | +279.3% | +243.8% |
| 5Y | +757.1% | +23.6% | +733.5% | +664.2% |
| All | +1,216.9% | +62.3% | +1,154.5% | +943.1% |
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