+29.6%
SNOW vs MCO
+74.1%
-44.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.6% | -1.8% | -1.7% |
| 7D | -2.4% | -3.8% | +1.3% | +1.0% |
| 30D | -1.0% | -0.4% | -0.6% | -0.6% |
| 3M | +36.9% | +7.7% | +29.1% | +26.7% |
| 6M | +83.4% | +7.0% | +76.4% | +71.9% |
| YTD | +50.0% | -6.4% | +56.4% | +57.8% |
| 1Y | +46.5% | -7.6% | +54.2% | +54.8% |
| 3Y | +93.3% | +43.2% | +50.1% | +24.5% |
| 5Y | +3.3% | +29.6% | -26.3% | -28.3% |
| All | +29.6% | +74.1% | -44.5% | -25.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling