+29.6%
SNOW vs MDY
+109.6%
-80.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +0.8% | -1.0% | -1.2% |
| 7D | -2.4% | -1.9% | -0.6% | -0.1% |
| 30D | -1.0% | -4.6% | +3.7% | +5.2% |
| 3M | +36.9% | -1.2% | +38.1% | +38.7% |
| 6M | +83.4% | +9.2% | +74.1% | +61.2% |
| YTD | +50.0% | +13.1% | +36.9% | +26.1% |
| 1Y | +46.5% | +13.0% | +33.5% | +22.9% |
| 3Y | +93.3% | +49.2% | +44.1% | +10.6% |
| 5Y | +3.3% | +47.2% | -44.0% | -37.1% |
| All | +29.6% | +109.6% | -80.0% | -37.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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