+157.1%
MMM vs SN
+397.9%
-240.8%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | +2.7% | -4.1% | -2.0% |
| 7D | +6.2% | +7.2% | -1.0% | +4.6% |
| 30D | +14.2% | +20.4% | -6.2% | +9.6% |
| 3M | +2.9% | +23.9% | -21.0% | -2.2% |
| 6M | +27.6% | +93.0% | -65.5% | +8.8% |
| YTD | +17.3% | +99.2% | -82.0% | -1.2% |
| 1Y | +15.1% | +142.6% | -127.5% | -7.6% |
| 3Y | +157.1% | +398.8% | -241.7% | +79.1% |
| All | +157.1% | +397.9% | -240.8% | +79.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling