+9.5%
SNOW vs MMM
+22.1%
-12.6%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +9.5% | -11.1% | +0.6% |
| 7D | -14.5% | +12.2% | -26.7% | -12.2% |
| 30D | -14.3% | +18.8% | -33.1% | -10.8% |
| 3M | -8.3% | +7.4% | -15.6% | -6.3% |
| 6M | +101.5% | +38.3% | +63.2% | +110.5% |
| YTD | +32.5% | +22.9% | +9.6% | +37.5% |
| 1Y | +9.5% | +23.0% | -13.5% | +19.4% |
| All | +9.5% | +22.1% | -12.6% | +19.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MMM.
Daily Out/Under-Performance
Portfolio return minus MMM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MMM 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 1y: compounded portfolio wealth divided by compounded MMM 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…
1y analysis · Full analysis span regression · 6 months rolling