+23.0%
MMM vs SMR
-87.0%
+110.0%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.5% | +14.0% | +9.7% |
| 7D | +12.2% | -9.5% | +21.8% | +12.6% |
| 30D | +18.8% | -33.2% | +52.1% | +20.7% |
| 3M | +7.4% | -45.9% | +53.3% | +9.7% |
| 6M | +38.3% | -57.9% | +96.2% | +42.1% |
| YTD | +22.9% | -63.8% | +86.6% | +26.0% |
| 1Y | +23.0% | -85.6% | +108.6% | +32.6% |
| All | +23.0% | -87.0% | +110.0% | +32.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SMR.
Daily Out/Under-Performance
Portfolio return minus SMR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMR 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 SMR 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