+102.2%
SNOW vs MDT
+28.1%
+74.0%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -1.9% | +1.4% | -0.4% |
| 7D | +4.9% | +0.4% | +4.5% | +4.9% |
| 30D | +1.5% | +6.0% | -4.5% | +1.1% |
| 3M | +39.5% | +15.5% | +24.0% | +37.9% |
| 6M | +85.9% | +3.4% | +82.5% | +87.4% |
| YTD | +52.9% | -2.2% | +55.1% | +55.0% |
| 1Y | +48.1% | +2.6% | +45.5% | +48.5% |
| 3Y | +102.2% | +27.5% | +74.7% | +102.9% |
| All | +102.2% | +28.1% | +74.0% | +102.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling