+1,253.2%
SMH vs MMM
+872.8%
+380.4%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.6% | +0.1% | +2.5% | +2.5% |
| 7D | +2.5% | -3.3% | +5.8% | +4.7% |
| 30D | -0.5% | -7.0% | +6.5% | +4.1% |
| 3M | -9.6% | +10.8% | -20.5% | -15.7% |
| 6M | +42.1% | +5.8% | +36.3% | +36.1% |
| YTD | +57.4% | +6.8% | +50.7% | +48.9% |
| 1Y | +96.2% | +10.4% | +85.8% | +80.4% |
| 3Y | +267.9% | +104.7% | +163.2% | +114.7% |
| 5Y | +327.7% | +23.6% | +304.1% | +244.9% |
| 10Y | +1,764.6% | +54.1% | +1,710.5% | +1,115.7% |
| All | +1,253.2% | +872.8% | +380.4% | +206.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling