+77.6%
MMM vs SMR
-53.6%
+131.2%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.3% | +1.9% | -1.2% |
| 7D | -0.8% | -8.3% | +7.5% | -0.4% |
| 30D | +11.7% | -20.1% | +31.7% | +12.8% |
| 3M | +1.0% | -52.7% | +53.7% | +4.6% |
| 6M | +26.0% | -61.0% | +87.1% | +31.2% |
| YTD | +16.3% | -67.1% | +83.4% | +21.1% |
| 1Y | +9.6% | -79.9% | +89.5% | +17.0% |
| 3Y | +157.3% | +101.7% | +55.6% | +109.4% |
| All | +77.6% | -53.6% | +131.2% | +70.1% |
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