+84.4%
SNOW vs MDB
-9.5%
+93.9%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | +1.4% | +0.2% | +0.9% |
| 7D | +0.2% | -1.0% | +1.3% | +0.9% |
| 30D | -19.8% | -14.0% | -5.8% | -13.4% |
| 3M | -11.6% | -20.3% | +8.7% | -3.3% |
| 6M | +94.0% | +10.9% | +83.1% | +78.0% |
| YTD | +34.8% | -20.9% | +55.7% | +42.8% |
| 1Y | +10.1% | -11.2% | +21.4% | +9.6% |
| 3Y | +84.4% | -11.9% | +96.3% | +75.1% |
| All | +84.4% | -9.5% | +93.9% | +75.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 3y: compounded portfolio wealth divided by compounded MDB 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…
3y analysis · Full analysis span regression · 6 months rolling