+338.0%
SMH vs MMM
+24.9%
+313.1%
-45.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.9% | +2.0% | +0.9% |
| 7D | +4.3% | -2.6% | +6.9% | +5.5% |
| 30D | +0.9% | -9.3% | +10.2% | +5.1% |
| 3M | -2.8% | +5.6% | -8.4% | -5.3% |
| 6M | +45.6% | +9.5% | +36.2% | +39.4% |
| YTD | +59.5% | +4.1% | +55.3% | +55.3% |
| 1Y | +93.4% | +9.4% | +84.1% | +83.5% |
| 3Y | +287.1% | +101.0% | +186.1% | +176.9% |
| 5Y | +338.0% | +26.1% | +311.9% | +294.3% |
| All | +338.0% | +24.9% | +313.1% | +294.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling