+160.9%
MMM vs SM
-3.8%
+164.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +5.2% | -6.6% | -1.7% |
| 7D | -0.8% | +10.6% | -11.4% | -1.5% |
| 30D | +14.4% | -15.0% | +29.4% | +15.4% |
| 3M | +1.8% | +1.7% | +0.1% | +0.8% |
| 6M | +31.3% | +5.9% | +25.4% | +28.7% |
| YTD | +18.0% | +79.0% | -61.0% | +4.2% |
| 1Y | +10.9% | +84.7% | -73.8% | -2.9% |
| All | +160.9% | -3.8% | +164.8% | +138.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling