+14.6%
MMM vs SN
+143.5%
-128.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.9% | -1.1% | +1.2% |
| 7D | +5.8% | +7.6% | -1.9% | +4.0% |
| 30D | +17.9% | +24.1% | -6.1% | +12.7% |
| 3M | +3.6% | +23.7% | -20.1% | -1.0% |
| 6M | +32.9% | +105.5% | -72.6% | +12.3% |
| YTD | +19.5% | +105.1% | -85.6% | +1.0% |
| All | +14.6% | +143.5% | -128.9% | -6.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling