+3.3%
SNOW vs MCK
+345.1%
-341.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.4% | -2.9% | +0.5% | -2.7% |
| 30D | -1.0% | +0.4% | -1.4% | -0.9% |
| 3M | +36.9% | +12.1% | +24.8% | +38.2% |
| 6M | +83.4% | -5.4% | +88.8% | +82.8% |
| YTD | +50.0% | +7.8% | +42.2% | +51.2% |
| 1Y | +46.5% | +22.9% | +23.6% | +48.7% |
| 3Y | +93.3% | +110.7% | -17.4% | +101.7% |
| All | +3.3% | +345.1% | -341.8% | -7.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 5y: compounded portfolio wealth divided by compounded MCK 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…
5y analysis · Full analysis span regression · 6 months rolling