+14.0%
MMM vs SMR
-81.3%
+95.4%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.5% | -0.3% |
| 7D | -2.6% | +1.9% | -4.6% | -2.7% |
| 30D | +17.4% | -21.9% | +39.3% | +18.4% |
| 3M | +3.6% | -47.1% | +50.7% | +6.0% |
| 6M | +33.0% | -60.6% | +93.7% | +37.5% |
| YTD | +19.6% | -63.1% | +82.7% | +22.7% |
| 1Y | +14.0% | -80.4% | +94.5% | +18.4% |
| All | +14.0% | -81.3% | +95.4% | +18.4% |
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