+55.0%
MMM vs SM
+5.6%
+49.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -2.5% | +2.7% | +0.3% |
| 7D | -3.3% | +0.1% | -3.4% | -3.3% |
| 30D | -7.0% | +26.3% | -33.3% | -8.6% |
| 3M | +10.8% | +8.7% | +2.1% | +9.8% |
| 6M | +5.8% | +51.7% | -45.9% | +1.7% |
| YTD | +6.8% | +99.0% | -92.3% | +0.4% |
| 1Y | +10.4% | +34.6% | -24.2% | +6.7% |
| 3Y | +104.7% | -7.8% | +112.4% | +100.6% |
| 5Y | +23.6% | +104.8% | -81.2% | +12.8% |
| All | +55.0% | +5.6% | +49.4% | +24.7% |
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