+0.7%
MCHP vs SNOW
+97.9%
-97.2%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.7% | -0.2% | +3.9% | +3.7% |
| 7D | 0.0% | -2.4% | +2.5% | +0.5% |
| 30D | -6.0% | -1.0% | -5.1% | -6.2% |
| 3M | -19.7% | +36.9% | -56.5% | -24.6% |
| 6M | +14.0% | +83.4% | -69.3% | -1.9% |
| YTD | +18.4% | +50.0% | -31.5% | +7.5% |
| 1Y | +17.1% | +46.5% | -29.4% | +6.5% |
| 3Y | +0.7% | +93.3% | -92.6% | -26.4% |
| All | +0.7% | +97.9% | -97.2% | -26.4% |
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