+157.1%
MMM vs SMTC
+597.8%
-440.7%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +12.7% | -14.1% | -2.4% |
| 7D | +6.2% | -19.0% | +25.2% | +7.6% |
| 30D | +14.2% | -46.7% | +60.9% | +19.8% |
| 3M | +2.9% | -23.4% | +26.3% | +3.5% |
| 6M | +27.6% | -13.4% | +41.0% | +24.9% |
| YTD | +17.3% | +40.1% | -22.8% | +7.8% |
| 1Y | +15.1% | +47.7% | -32.6% | +4.9% |
| 3Y | +157.1% | +606.9% | -449.8% | +77.9% |
| All | +157.1% | +597.8% | -440.7% | +77.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling