+83.0%
MMM vs SM
+4.9%
+78.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -2.7% | +4.6% | +2.1% |
| 7D | +5.8% | -22.3% | +28.0% | +7.4% |
| 30D | +17.9% | -21.4% | +39.3% | +19.5% |
| 3M | +3.6% | +1.4% | +2.2% | +2.9% |
| 6M | +32.9% | +0.1% | +32.8% | +31.7% |
| YTD | +19.5% | +59.0% | -39.5% | +13.6% |
| 1Y | +16.5% | +64.3% | -47.8% | +10.4% |
| 3Y | +167.2% | -13.1% | +180.3% | +162.2% |
| 5Y | +48.2% | -13.9% | +62.1% | +42.9% |
| 10Y | +83.0% | +1.7% | +81.3% | +47.8% |
| All | +83.0% | +4.9% | +78.1% | +47.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling