+29.6%
SNOW vs MDT
+0.6%
+28.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | -0.7% | +0.5% | 0.0% |
| 7D | -2.4% | -3.4% | +1.0% | -1.2% |
| 30D | -1.0% | +0.2% | -1.2% | -1.2% |
| 3M | +36.9% | +14.3% | +22.6% | +29.6% |
| 6M | +83.4% | +4.0% | +79.4% | +80.1% |
| YTD | +50.0% | -3.7% | +53.7% | +51.5% |
| 1Y | +46.5% | -0.4% | +46.9% | +45.2% |
| 3Y | +93.3% | +23.3% | +70.0% | +67.6% |
| 5Y | +3.3% | -18.9% | +22.2% | -0.6% |
| All | +29.6% | +0.6% | +28.9% | +33.4% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling