+65.5%
VZ vs MMM
+88.0%
-22.5%
-41.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.9% | -1.1% | +0.4% |
| 7D | +2.2% | +5.8% | -3.5% | +1.1% |
| 30D | +10.6% | +17.9% | -7.3% | +6.9% |
| 3M | -0.6% | +3.6% | -4.2% | -1.5% |
| 6M | +0.7% | +32.9% | -32.2% | -5.0% |
| YTD | +20.6% | +19.5% | +1.1% | +15.8% |
| 1Y | +22.7% | +16.5% | +6.2% | +18.3% |
| 3Y | +57.2% | +167.2% | -109.9% | +21.4% |
| 5Y | +21.4% | +48.2% | -26.8% | +8.7% |
| 10Y | +65.5% | +83.0% | -17.5% | +31.6% |
| All | +65.5% | +88.0% | -22.5% | +31.6% |
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