+41.4%
MCD vs SNOW
+12.6%
+28.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +2.4% | -2.9% | -0.6% |
| 7D | +7.1% | -9.9% | +17.0% | +7.3% |
| 30D | +19.8% | -17.1% | +36.9% | +20.1% |
| 3M | +0.8% | -13.2% | +14.1% | +1.0% |
| 6M | -1.3% | +97.4% | -98.7% | -3.2% |
| YTD | -7.8% | +25.8% | -33.5% | -8.5% |
| 1Y | -5.0% | +4.2% | -9.2% | -5.2% |
| 3Y | +10.5% | +91.3% | -80.8% | +6.7% |
| 5Y | +22.0% | -24.4% | +46.3% | +19.8% |
| All | +41.4% | +12.6% | +28.8% | +34.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling