+5.5%
SNOW vs MDB
-26.9%
+32.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +1.6% |
| 7D | +4.9% | -18.0% | +22.9% | +17.8% |
| 30D | +1.5% | -10.7% | +12.2% | +7.3% |
| 3M | +39.5% | +1.0% | +38.6% | +35.5% |
| 6M | +85.9% | +31.6% | +54.3% | +54.5% |
| YTD | +52.9% | -15.2% | +68.1% | +61.3% |
| 1Y | +48.1% | +10.1% | +38.0% | +31.1% |
| 3Y | +102.2% | -5.6% | +107.8% | +69.5% |
| 5Y | +5.5% | -24.5% | +30.0% | -3.7% |
| All | +5.5% | -26.9% | +32.4% | -3.7% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling