+52.0%
SNOW vs MDT
+5.4%
+46.6%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.6% | -5.3% |
| 7D | +2.8% | +3.2% | -0.4% | +3.3% |
| 30D | +6.4% | +9.5% | -3.1% | +7.9% |
| 3M | +38.1% | +16.0% | +22.1% | +41.1% |
| 6M | +100.4% | +0.2% | +100.2% | +103.0% |
| YTD | +53.7% | -0.3% | +54.0% | +55.1% |
| 1Y | +52.0% | +4.7% | +47.2% | +56.8% |
| All | +52.0% | +5.4% | +46.6% | +56.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDT.
Daily Out/Under-Performance
Portfolio return minus MDT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDT 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 MDT 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