+110.9%
SNOW vs MMM
+106.2%
+4.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.1% | -5.6% | -5.4% |
| 7D | +2.8% | -3.3% | +6.1% | +3.5% |
| 30D | +6.4% | -7.0% | +13.4% | +8.0% |
| 3M | +38.1% | +10.8% | +27.3% | +34.5% |
| 6M | +100.4% | +5.8% | +94.6% | +96.8% |
| YTD | +53.7% | +6.8% | +46.9% | +50.1% |
| 1Y | +52.0% | +10.4% | +41.6% | +46.9% |
| All | +110.9% | +106.2% | +4.8% | +78.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling