+9.5%
SNOW vs MCO
+9.9%
-0.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +4.9% | -6.4% | -4.4% |
| 7D | -14.5% | +10.7% | -25.2% | -20.1% |
| 30D | -14.3% | +17.9% | -32.2% | -23.7% |
| 3M | -8.3% | +9.5% | -17.7% | -13.8% |
| 6M | +101.5% | +18.1% | +83.5% | +77.6% |
| YTD | +32.5% | +4.1% | +28.4% | +28.0% |
| 1Y | +9.5% | +9.3% | +0.2% | +3.5% |
| All | +9.5% | +9.9% | -0.4% | +3.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling