+43.4%
MMM vs SNAP
-90.3%
+133.6%
-48.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | +0.8% | -1.7% | -1.0% |
| 7D | -0.4% | +6.0% | -6.4% | -0.8% |
| 30D | +12.1% | -13.8% | +25.9% | +13.2% |
| 3M | +1.4% | -0.8% | +2.2% | +1.2% |
| 6M | +26.6% | -6.2% | +32.8% | +26.4% |
| YTD | +16.8% | -34.8% | +51.6% | +19.0% |
| 1Y | +10.1% | -38.7% | +48.8% | +12.5% |
| 3Y | +158.4% | -53.5% | +211.9% | +161.3% |
| All | +43.4% | -90.3% | +133.6% | +49.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling