+5.5%
SNOW vs MMM
+28.6%
-23.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.6% | +0.1% | -0.3% |
| 7D | +4.9% | -1.6% | +6.5% | +5.4% |
| 30D | +1.5% | -8.0% | +9.5% | +4.2% |
| 3M | +39.5% | +9.4% | +30.2% | +34.7% |
| 6M | +85.9% | +10.2% | +75.7% | +77.8% |
| YTD | +52.9% | +6.1% | +46.8% | +47.7% |
| 1Y | +48.1% | +10.8% | +37.3% | +40.4% |
| 3Y | +102.2% | +104.8% | -2.6% | +46.9% |
| 5Y | +5.5% | +27.0% | -21.6% | -8.9% |
| All | +5.5% | +28.6% | -23.1% | -8.9% |
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