+59.1%
MMM vs SNAP
-79.3%
+138.5%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.6% | +1.2% | -1.2% |
| 7D | +6.2% | -7.1% | +13.3% | +6.7% |
| 30D | +14.2% | -14.6% | +28.8% | +15.2% |
| 3M | +2.9% | -5.0% | +7.9% | +3.0% |
| 6M | +27.6% | -18.8% | +46.4% | +28.5% |
| YTD | +17.3% | -38.5% | +55.8% | +19.7% |
| 1Y | +15.1% | -38.1% | +53.2% | +17.3% |
| 3Y | +157.1% | -53.8% | +210.9% | +160.4% |
| 5Y | +45.1% | -90.7% | +135.8% | +52.5% |
| All | +59.1% | -79.3% | +138.5% | +42.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling