+2,500.7%
MMM vs SNPS
+6,454.0%
-3,953.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +3.7% | -1.8% | +1.3% |
| 7D | +5.8% | +0.2% | +5.6% | +5.7% |
| 30D | +17.9% | -8.4% | +26.4% | +19.3% |
| 3M | +3.6% | +12.3% | -8.7% | +1.1% |
| 6M | +32.9% | -9.6% | +42.5% | +33.7% |
| YTD | +19.5% | -0.6% | +20.1% | +17.8% |
| 1Y | +16.5% | +18.7% | -2.1% | +11.7% |
| 3Y | +167.2% | -7.6% | +174.7% | +156.4% |
| 5Y | +48.2% | +34.1% | +14.1% | +32.2% |
| 10Y | +83.0% | +691.2% | -608.2% | +23.1% |
| All | +2,500.7% | +6,454.0% | -3,953.2% | +1,280.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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