+47.0%
SNOW vs MMM
+8.6%
+38.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.9% | +0.7% | -1.4% |
| 7D | +8.4% | -2.6% | +11.0% | +8.1% |
| 30D | -1.0% | -9.3% | +8.3% | -1.9% |
| 3M | +38.3% | +5.6% | +32.7% | +38.7% |
| 6M | +81.3% | +9.5% | +71.8% | +81.2% |
| YTD | +51.1% | +4.1% | +47.0% | +52.1% |
| 1Y | +47.0% | +9.4% | +37.6% | +48.7% |
| All | +47.0% | +8.6% | +38.3% | +48.7% |
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