+3.5%
SNOW vs MDT
-19.9%
+23.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.2% | -0.4% |
| 7D | -7.5% | -1.6% | -5.9% | -6.9% |
| 30D | -1.3% | +1.0% | -2.4% | -1.9% |
| 3M | +37.4% | +15.2% | +22.2% | +28.2% |
| 6M | +88.1% | +3.7% | +84.4% | +84.4% |
| YTD | +50.3% | -3.0% | +53.3% | +51.8% |
| 1Y | +46.0% | +2.5% | +43.5% | +42.0% |
| 3Y | +98.7% | +26.5% | +72.2% | +61.3% |
| 5Y | +3.5% | -18.3% | +21.8% | +11.3% |
| All | +3.5% | -19.9% | +23.4% | +11.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling