+5.0%
SMCI vs MMM
+158.4%
-153.3%
-84.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -1.0% | +0.5% | -0.1% |
| 7D | -6.6% | -0.4% | -6.2% | -6.4% |
| 30D | -24.9% | +12.1% | -37.0% | -28.6% |
| 3M | -31.4% | +1.4% | -32.8% | -32.0% |
| 6M | -16.0% | +26.6% | -42.6% | -23.9% |
| YTD | -8.2% | +16.8% | -25.0% | -14.2% |
| 1Y | -23.4% | +10.1% | -33.5% | -27.3% |
| 3Y | +5.0% | +158.4% | -153.4% | -25.0% |
| All | +5.0% | +158.4% | -153.3% | -25.0% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 MMM 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