+10.8%
MMM vs SNAP
-25.5%
+36.3%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -0.7% | +0.1% | -0.6% |
| 7D | -1.6% | +1.5% | -3.1% | -1.7% |
| 30D | -8.0% | +1.9% | -9.9% | -8.3% |
| 3M | +9.4% | -3.9% | +13.3% | +9.1% |
| 6M | +10.2% | +5.2% | +5.0% | +8.2% |
| YTD | +6.1% | -32.7% | +38.8% | +7.5% |
| 1Y | +10.8% | -24.8% | +35.6% | +12.9% |
| All | +10.8% | -25.5% | +36.3% | +12.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 SNAP 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