+120.2%
MMM vs SN
+650.0%
-529.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -3.0% | +1.6% | -0.8% |
| 7D | -0.8% | +1.4% | -2.2% | -1.1% |
| 30D | +14.4% | +16.6% | -2.2% | +11.0% |
| 3M | +1.8% | +18.3% | -16.5% | -1.7% |
| 6M | +31.3% | +103.1% | -71.8% | +13.1% |
| YTD | +18.0% | +96.7% | -78.8% | +1.9% |
| 1Y | +10.9% | +134.3% | -123.5% | -7.6% |
| 3Y | +160.6% | +425.2% | -264.6% | +91.9% |
| All | +120.2% | +650.0% | -529.8% | +61.1% |
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