+2,224.0%
MMM vs SNPS
+5,427.6%
-3,203.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -5.4% | +5.5% | +1.0% |
| 7D | -3.3% | -11.0% | +7.7% | -1.6% |
| 30D | -7.0% | -1.7% | -5.3% | -7.0% |
| 3M | +10.8% | -20.4% | +31.2% | +14.3% |
| 6M | +5.8% | -8.6% | +14.4% | +6.5% |
| YTD | +6.8% | -16.2% | +22.9% | +8.5% |
| 1Y | +10.4% | -34.6% | +45.0% | +14.2% |
| 3Y | +104.7% | -14.5% | +119.2% | +99.4% |
| 5Y | +23.6% | +17.0% | +6.6% | +12.9% |
| 10Y | +54.1% | +560.0% | -505.9% | +7.0% |
| All | +2,224.0% | +5,427.6% | -3,203.6% | +1,171.0% |
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