-25.6%
SNOW vs MMM
+44.4%
-70.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.4% | +3.7% | +2.8% |
| 7D | -9.9% | +6.2% | -16.1% | -11.6% |
| 30D | -17.1% | +14.2% | -31.3% | -20.6% |
| 3M | -13.2% | +2.9% | -16.2% | -14.3% |
| 6M | +97.4% | +27.6% | +69.9% | +80.0% |
| YTD | +25.8% | +17.3% | +8.5% | +17.3% |
| 1Y | +4.2% | +15.1% | -10.9% | -1.9% |
| 3Y | +91.3% | +157.1% | -65.8% | +25.2% |
| All | -25.6% | +44.4% | -70.0% | -39.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling