+20.8%
MCD vs SNOW
-24.5%
+45.3%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.6% | -2.6% | +2.0% | -0.6% |
| 7D | -1.6% | +5.5% | -7.1% | -1.7% |
| 30D | +14.1% | -13.2% | +27.3% | +14.4% |
| 3M | +0.6% | -13.7% | +14.4% | +0.8% |
| 6M | 0.0% | +91.0% | -91.0% | -1.6% |
| YTD | -9.3% | +32.7% | -41.9% | -10.0% |
| 1Y | -9.3% | +13.3% | -22.6% | -9.6% |
| 3Y | +8.6% | +83.4% | -74.8% | +5.2% |
| All | +20.8% | -24.5% | +45.3% | +20.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling