+18.1%
MCHP vs SNOW
+51.4%
-33.3%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -5.4% | +6.9% | +1.5% |
| 7D | +1.7% | +2.8% | -1.1% | +1.6% |
| 30D | -4.1% | +6.4% | -10.5% | -4.2% |
| 3M | -22.5% | +38.1% | -60.6% | -22.4% |
| 6M | +7.3% | +100.4% | -93.1% | +5.8% |
| YTD | +18.4% | +53.7% | -35.3% | +27.1% |
| 1Y | +18.1% | +52.0% | -33.8% | +29.5% |
| All | +18.1% | +51.4% | -33.3% | +29.5% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling