+54.7%
MMM vs SMTC
+504.7%
-450.0%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-09 to 2026-09-09.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +0.8% | -2.7% | -2.0% |
| 7D | -2.6% | +22.5% | -25.1% | -5.8% |
| 30D | -9.3% | +24.9% | -34.2% | -13.0% |
| 3M | +5.6% | +4.1% | +1.5% | +2.9% |
| 6M | +9.5% | +92.6% | -83.1% | -5.3% |
| YTD | +4.1% | +122.5% | -118.3% | -12.6% |
| 1Y | +9.4% | +166.2% | -156.8% | -11.9% |
| 3Y | +101.0% | +577.2% | -476.2% | +20.3% |
| 5Y | +26.1% | +119.0% | -92.9% | -7.3% |
| 10Y | +54.7% | +527.9% | -473.1% | -15.8% |
| All | +54.7% | +504.7% | -450.0% | -15.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 2016-09-09 to 2026-09-09: compounded portfolio wealth divided by compounded SMTC 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…
2016-09-09 to 2026-09-09 analysis · Full analysis span regression · 6 months rolling