+497.7%
MMM vs SNY
+241.5%
+256.2%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -0.3% | -0.6% | -0.8% |
| 7D | -3.2% | -3.6% | +0.4% | -2.0% |
| 30D | -10.7% | -1.9% | -8.8% | -10.1% |
| 3M | +4.3% | -2.0% | +6.2% | +4.8% |
| 6M | +5.9% | +2.5% | +3.4% | +4.6% |
| YTD | +3.2% | -7.0% | +10.1% | +5.2% |
| 1Y | +8.0% | -4.4% | +12.4% | +8.9% |
| 3Y | +99.1% | -8.4% | +107.5% | +97.8% |
| 5Y | +25.7% | +9.5% | +16.2% | +14.9% |
| 10Y | +53.3% | +64.3% | -11.0% | +17.5% |
| All | +497.7% | +241.5% | +256.2% | +216.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling