+1,061.7%
SMH vs MMM
+964.5%
+97.2%
-85.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.0% | -1.0% | -2.0% | -2.4% |
| 7D | +4.9% | -0.4% | +5.3% | +5.2% |
| 30D | -13.8% | +12.1% | -26.0% | -20.3% |
| 3M | -17.4% | +1.4% | -18.8% | -18.8% |
| 6M | -15.0% | +26.6% | -41.6% | -27.7% |
| YTD | +35.2% | +16.8% | +18.3% | +19.8% |
| 1Y | +41.6% | +10.1% | +31.5% | +30.2% |
| 3Y | +215.6% | +158.4% | +57.2% | +57.6% |
| 5Y | +233.2% | +43.1% | +190.1% | +143.0% |
| 10Y | +1,458.7% | +74.2% | +1,384.5% | +832.1% |
| All | +1,061.7% | +964.5% | +97.2% | +146.8% |
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