+118.0%
MMM vs SN
+671.3%
-553.2%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +2.8% | -3.8% | -1.5% |
| 7D | -0.4% | +1.5% | -1.9% | -0.7% |
| 30D | +12.1% | +21.5% | -9.4% | +7.9% |
| 3M | +1.4% | +20.0% | -18.6% | -2.4% |
| 6M | +26.6% | +119.9% | -93.3% | +7.3% |
| YTD | +16.8% | +102.3% | -85.5% | +0.3% |
| 1Y | +10.1% | +148.0% | -137.9% | -9.3% |
| 3Y | +158.4% | +450.0% | -291.6% | +88.9% |
| All | +118.0% | +671.3% | -553.2% | +58.6% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 SN 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