+3,164.0%
MMM vs SMTC
+53,327.2%
-50,163.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +10.3% | -10.6% | -1.1% |
| 7D | -2.6% | +12.9% | -15.5% | -3.8% |
| 30D | +17.4% | -25.6% | +43.0% | +19.3% |
| 3M | +3.6% | -4.5% | +8.1% | +2.6% |
| 6M | +33.0% | -8.3% | +41.3% | +31.0% |
| YTD | +19.6% | +69.9% | -50.3% | +11.3% |
| 1Y | +14.0% | +73.9% | -59.9% | +5.8% |
| 3Y | +164.3% | +757.7% | -593.4% | +107.7% |
| 5Y | +49.3% | +38.7% | +10.6% | +32.5% |
| 10Y | +78.4% | +376.1% | -297.8% | +42.7% |
| All | +3,164.0% | +53,327.2% | -50,163.2% | +2,160.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling