-1.2%
MCD vs SNOW
+119.2%
-120.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -1.5% |
| 7D | -2.8% | +2.8% | -5.6% | -2.8% |
| 30D | -6.0% | +6.4% | -12.4% | -6.0% |
| 3M | -5.6% | +38.1% | -43.7% | -5.4% |
| 6M | -21.9% | +100.4% | -122.2% | -21.6% |
| YTD | -14.7% | +53.7% | -68.4% | -14.2% |
| 1Y | -17.3% | +52.0% | -69.2% | -16.9% |
| All | -1.2% | +119.2% | -120.4% | -1.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling