+61.6%
MCHP vs SNOW
+34.3%
+27.3%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | 0.0% | -2.4% | +2.5% | +0.6% |
| 30D | -6.0% | -1.0% | -5.1% | -6.3% |
| 3M | -19.7% | +36.9% | -56.5% | -25.9% |
| 6M | +14.0% | +83.4% | -69.3% | -5.3% |
| YTD | +18.4% | +50.0% | -31.5% | +3.0% |
| 1Y | +17.1% | +46.5% | -29.4% | +2.0% |
| 3Y | +0.7% | +93.3% | -92.6% | -23.1% |
| 5Y | +5.1% | +3.3% | +1.8% | -14.7% |
| All | +61.6% | +34.3% | +27.3% | +22.2% |
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