+29.6%
SNOW vs MCK
+501.3%
-471.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.1% | -0.3% | -0.2% |
| 7D | -2.4% | -2.9% | +0.5% | -2.6% |
| 30D | -1.0% | +0.4% | -1.4% | -0.9% |
| 3M | +36.9% | +12.1% | +24.8% | +37.7% |
| 6M | +83.4% | -5.4% | +88.8% | +83.1% |
| YTD | +50.0% | +7.8% | +42.2% | +50.7% |
| 1Y | +46.5% | +22.9% | +23.6% | +47.5% |
| 3Y | +93.3% | +110.7% | -17.4% | +95.1% |
| 5Y | +3.3% | +346.2% | -342.9% | -4.7% |
| All | +29.6% | +501.3% | -471.7% | +16.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling