+167.2%
MMM vs SMR
+151.9%
+15.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +7.1% | -5.2% | +1.6% |
| 7D | +5.8% | +1.7% | +4.1% | +5.6% |
| 30D | +17.9% | -24.4% | +42.4% | +19.2% |
| 3M | +3.6% | -44.6% | +48.2% | +6.0% |
| 6M | +32.9% | -56.7% | +89.6% | +36.9% |
| YTD | +19.5% | -61.6% | +81.1% | +22.8% |
| 1Y | +16.5% | -82.1% | +98.6% | +23.8% |
| 3Y | +167.2% | +161.5% | +5.6% | +136.3% |
| All | +167.2% | +151.9% | +15.3% | +136.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling