+59.0%
MMM vs SMR
+7.6%
+51.4%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -3.3% | +1.4% | -1.7% |
| 7D | -2.6% | +13.1% | -15.7% | -3.3% |
| 30D | -9.3% | +17.8% | -27.1% | -10.3% |
| 3M | +5.6% | +8.1% | -2.5% | +4.5% |
| 6M | +9.5% | -11.1% | +20.6% | +8.9% |
| YTD | +4.1% | -23.7% | +27.8% | +3.9% |
| 1Y | +9.4% | -69.4% | +78.8% | +13.7% |
| 3Y | +101.0% | +82.6% | +18.4% | +70.5% |
| All | +59.0% | +7.6% | +51.4% | +46.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling