+59.8%
MCHP vs SNOW
+36.9%
+22.9%
-63.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNOW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -0.5% | -0.6% | -1.0% |
| 7D | +2.8% | +4.9% | -2.2% | +1.2% |
| 30D | -12.8% | +1.5% | -14.3% | -13.5% |
| 3M | -19.2% | +39.5% | -58.7% | -25.8% |
| 6M | +14.5% | +85.9% | -71.3% | -5.2% |
| YTD | +17.1% | +52.9% | -35.8% | +1.4% |
| 1Y | +15.3% | +48.1% | -32.8% | +0.2% |
| 3Y | +0.5% | +102.2% | -101.7% | -24.1% |
| 5Y | +6.1% | +5.5% | +0.6% | -14.3% |
| All | +59.8% | +36.9% | +22.9% | +20.3% |
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