+29.6%
SNOW vs MMM
+44.5%
-15.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.3% | -1.5% | -0.6% |
| 7D | -2.4% | -2.1% | -0.3% | -1.9% |
| 30D | -1.0% | -9.8% | +8.9% | +1.7% |
| 3M | +36.9% | +4.9% | +31.9% | +34.5% |
| 6M | +83.4% | +7.3% | +76.0% | +78.2% |
| YTD | +50.0% | +4.5% | +45.5% | +46.3% |
| 1Y | +46.5% | +5.4% | +41.2% | +42.5% |
| 3Y | +93.3% | +98.6% | -5.3% | +53.3% |
| 5Y | +3.3% | +27.4% | -24.1% | -15.8% |
| All | +29.6% | +44.5% | -15.0% | +11.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling