+157.1%
MMM vs SNAP
-53.8%
+210.9%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.2% |
| 7D | +6.2% | -7.1% | +13.3% | +6.9% |
| 30D | +14.2% | -14.6% | +28.8% | +15.7% |
| 3M | +2.9% | -5.0% | +7.9% | +3.0% |
| 6M | +27.6% | -18.8% | +46.4% | +29.0% |
| YTD | +17.3% | -38.5% | +55.8% | +21.1% |
| 1Y | +15.1% | -38.1% | +53.2% | +18.6% |
| 3Y | +157.1% | -53.8% | +210.9% | +146.2% |
| All | +157.1% | -53.8% | +210.9% | +146.2% |
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