+123.3%
MMM vs SN
+673.1%
-549.8%
-22.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +0.2% | -0.4% | -0.3% |
| 7D | -2.6% | +3.5% | -6.1% | -3.3% |
| 30D | +17.4% | +19.4% | -2.1% | +13.3% |
| 3M | +3.6% | +20.9% | -17.3% | -0.4% |
| 6M | +33.0% | +111.1% | -78.1% | +13.7% |
| YTD | +19.6% | +102.8% | -83.2% | +2.7% |
| 1Y | +14.0% | +146.2% | -132.1% | -5.9% |
| 3Y | +164.3% | +441.4% | -277.1% | +93.5% |
| All | +123.3% | +673.1% | -549.8% | +62.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling