+448.0%
SNXX vs MMM
+4.4%
+443.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MMM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.6% | +3.7% |
| 7D | +27.3% | -2.6% | +29.9% | +28.9% |
| 30D | +89.3% | -9.3% | +98.6% | +98.0% |
| 3M | -29.6% | +5.6% | -35.1% | -34.0% |
| 6M | +324.4% | +9.5% | +315.0% | +289.5% |
| All | +448.0% | +4.4% | +443.5% | +433.1% |
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 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