+1,789.8%
SMH vs MMM
+53.9%
+1,735.9%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.4% | -0.9% | -1.5% | -2.0% |
| 7D | +1.4% | -3.2% | +4.6% | +3.1% |
| 30D | -2.2% | -10.7% | +8.5% | +3.5% |
| 3M | -1.9% | +4.3% | -6.1% | -4.3% |
| 6M | +41.0% | +5.9% | +35.1% | +36.2% |
| YTD | +55.6% | +3.2% | +52.4% | +51.4% |
| 1Y | +86.8% | +8.0% | +78.8% | +76.6% |
| 3Y | +277.7% | +99.1% | +178.6% | +148.7% |
| 5Y | +324.2% | +25.7% | +298.4% | +264.4% |
| All | +1,789.8% | +53.9% | +1,735.9% | +1,356.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling