+53.1%
MMM vs SNY
+64.5%
-11.4%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.3% | +0.1% | +1.2% | +1.3% |
| 7D | -2.1% | -3.3% | +1.2% | -1.2% |
| 30D | -9.8% | -2.2% | -7.7% | -9.3% |
| 3M | +4.9% | -3.0% | +8.0% | +5.7% |
| 6M | +7.3% | +2.7% | +4.6% | +6.3% |
| YTD | +4.5% | -6.8% | +11.3% | +6.2% |
| 1Y | +5.4% | -5.3% | +10.6% | +6.4% |
| 3Y | +98.6% | -9.8% | +108.4% | +98.8% |
| 5Y | +27.4% | +9.7% | +17.7% | +16.6% |
| All | +53.1% | +64.5% | -11.4% | +22.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SNY.
Daily Out/Under-Performance
Portfolio return minus SNY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNY 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 10y: compounded portfolio wealth divided by compounded SNY 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…
10y analysis · Full analysis span regression · 6 months rolling