-26.1%
SNOW vs MDY
+34.6%
-60.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.4% |
| 7D | +5.5% | +2.3% | +3.2% | +2.3% |
| 30D | -13.2% | +2.0% | -15.2% | -15.3% |
| 3M | -13.7% | -5.6% | -8.1% | -6.2% |
| 6M | +91.0% | +1.3% | +89.7% | +86.9% |
| YTD | +32.7% | +12.3% | +20.3% | +10.8% |
| 1Y | +13.3% | +15.8% | -2.5% | -10.0% |
| 3Y | +83.4% | +56.5% | +26.9% | -11.5% |
| All | -26.1% | +34.6% | -60.7% | -48.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling