+165.3%
MMM vs SNAP
-55.9%
+221.2%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.0% | +1.4% | +0.5% |
| 7D | +7.0% | -10.6% | +17.5% | +8.1% |
| 30D | +18.4% | -19.7% | +38.1% | +20.6% |
| 3M | +4.5% | -6.5% | +11.0% | +4.7% |
| 6M | +33.4% | -17.8% | +51.2% | +34.8% |
| YTD | +20.0% | -38.0% | +58.0% | +23.7% |
| 1Y | +15.0% | -42.5% | +57.5% | +19.5% |
| All | +165.3% | -55.9% | +221.2% | +158.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling