+14.6%
SNOW vs MMM
+60.9%
-46.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.4% | -1.2% | -2.2% |
| 7D | +5.5% | -0.8% | +6.3% | +5.7% |
| 30D | -13.2% | +11.7% | -24.8% | -15.7% |
| 3M | -13.7% | +1.0% | -14.7% | -14.1% |
| 6M | +91.0% | +26.0% | +64.9% | +77.7% |
| YTD | +32.7% | +16.3% | +16.3% | +25.6% |
| 1Y | +13.3% | +9.6% | +3.6% | +9.5% |
| 3Y | +83.4% | +157.3% | -74.0% | +33.7% |
| 5Y | -24.7% | +42.5% | -67.2% | -40.3% |
| All | +14.6% | +60.9% | -46.3% | -4.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling