+10.4%
MMM vs SM
+36.8%
-26.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -3.1% | +3.2% | -0.1% |
| 7D | -3.3% | -0.5% | -2.8% | -3.3% |
| 30D | -7.0% | +25.6% | -32.6% | -5.2% |
| 3M | +10.8% | +8.0% | +2.8% | +12.0% |
| 6M | +5.8% | +50.8% | -45.0% | +7.3% |
| YTD | +6.8% | +97.9% | -91.1% | +5.9% |
| 1Y | +10.4% | +33.8% | -23.4% | +10.6% |
| All | +10.4% | +36.8% | -26.4% | +10.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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