+104.9%
MMM vs SN
+389.7%
-284.8%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -1.0% | +1.2% | +0.4% |
| 7D | -3.3% | -9.3% | +6.0% | -1.3% |
| 30D | -7.0% | -4.8% | -2.2% | -6.1% |
| 3M | +10.8% | +40.4% | -29.6% | +2.0% |
| 6M | +5.8% | +50.9% | -45.2% | -4.7% |
| YTD | +6.8% | +54.9% | -48.2% | -4.5% |
| 1Y | +10.4% | +43.0% | -32.6% | +0.1% |
| All | +104.9% | +389.7% | -284.8% | +39.3% |
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