+29.4%
MMM vs SMTC
+91.8%
-62.4%
-50.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +9.2% | -9.1% | -0.9% |
| 7D | -3.3% | +12.7% | -16.1% | -4.7% |
| 30D | -7.0% | +22.0% | -29.0% | -9.7% |
| 3M | +10.8% | -12.7% | +23.5% | +11.1% |
| 6M | +5.8% | +64.8% | -59.0% | -3.5% |
| YTD | +6.8% | +100.7% | -93.9% | -5.5% |
| 1Y | +10.4% | +146.9% | -136.5% | -5.7% |
| 3Y | +104.7% | +456.8% | -352.1% | +41.4% |
| All | +29.4% | +91.8% | -62.4% | -1.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling