+211.7%
SMH vs MMM
+167.3%
+44.4%
-35.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | +0.4% | -1.2% | -0.9% |
| 7D | -6.7% | +7.0% | -13.7% | -8.8% |
| 30D | -19.8% | +18.4% | -38.2% | -24.3% |
| 3M | -15.1% | +4.5% | -19.5% | -16.4% |
| 6M | -14.6% | +33.4% | -48.1% | -22.9% |
| YTD | +34.3% | +20.0% | +14.3% | +25.3% |
| 1Y | +35.2% | +15.0% | +20.2% | +27.9% |
| 3Y | +211.7% | +165.0% | +46.7% | +169.0% |
| All | +211.7% | +167.3% | +44.4% | +169.0% |
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