+63.0%
MMM vs SMR
-3.5%
+66.5%
-40.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -0.5% | +0.7% | +0.2% |
| 7D | -3.3% | +4.4% | -7.7% | -3.6% |
| 30D | -7.0% | +3.4% | -10.4% | -7.3% |
| 3M | +10.8% | -19.2% | +30.0% | +11.6% |
| 6M | +5.8% | -22.6% | +28.4% | +6.1% |
| YTD | +6.8% | -31.5% | +38.3% | +7.3% |
| 1Y | +10.4% | -73.1% | +83.5% | +15.6% |
| 3Y | +104.7% | +55.0% | +49.7% | +76.0% |
| All | +63.0% | -3.5% | +66.5% | +50.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling