+1,524.2%
SMH vs MMM
+75.7%
+1,448.5%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.4% | +0.4% | -0.3% |
| 7D | +12.1% | -0.8% | +12.9% | +12.5% |
| 30D | -14.7% | +14.4% | -29.1% | -20.6% |
| 3M | -14.2% | +1.8% | -16.0% | -15.5% |
| 6M | -10.6% | +31.3% | -41.9% | -23.0% |
| YTD | +39.3% | +18.0% | +21.4% | +26.1% |
| 1Y | +41.6% | +10.9% | +30.7% | +32.2% |
| 3Y | +223.4% | +160.6% | +62.7% | +83.1% |
| 5Y | +243.5% | +44.5% | +199.0% | +173.8% |
| All | +1,524.2% | +75.7% | +1,448.5% | +1,079.1% |
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