+157.1%
MMM vs SM
-20.0%
+177.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +1.0% | -2.4% | -1.5% |
| 7D | +6.2% | -25.9% | +32.1% | +8.2% |
| 30D | +14.2% | -15.1% | +29.3% | +14.9% |
| 3M | +2.9% | +4.9% | -2.0% | +1.2% |
| 6M | +27.6% | +6.1% | +21.4% | +24.2% |
| YTD | +17.3% | +63.4% | -46.2% | +4.2% |
| 1Y | +15.1% | +72.5% | -57.4% | +0.9% |
| 3Y | +157.1% | -16.9% | +174.0% | +137.5% |
| All | +157.1% | -20.0% | +177.2% | +137.5% |
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