+30.8%
MCD vs SNOW
+36.9%
-6.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -0.5% | +0.5% | +0.1% |
| 7D | -2.0% | +4.9% | -6.9% | -2.2% |
| 30D | -6.1% | +1.5% | -7.7% | -6.2% |
| 3M | -7.3% | +39.5% | -46.8% | -8.0% |
| 6M | -20.9% | +85.9% | -106.8% | -22.2% |
| YTD | -14.7% | +52.9% | -67.6% | -15.7% |
| 1Y | -16.1% | +48.1% | -64.2% | -17.1% |
| 3Y | -1.5% | +102.2% | -103.7% | -4.7% |
| 5Y | +20.4% | +5.5% | +15.0% | +17.4% |
| All | +30.8% | +36.9% | -6.1% | +24.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNOW.
Daily Out/Under-Performance
Portfolio return minus SNOW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNOW 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 10y: compounded portfolio wealth divided by compounded SNOW 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…
10y analysis · Full analysis span regression · 6 months rolling