+3.5%
SNOW vs MDY
+43.9%
-40.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.9% | +0.4% | +0.8% |
| 7D | -7.5% | -2.5% | -5.0% | -4.2% |
| 30D | -1.3% | -5.0% | +3.7% | +6.0% |
| 3M | +37.4% | +0.5% | +37.0% | +36.1% |
| 6M | +88.1% | +8.0% | +80.1% | +65.9% |
| YTD | +50.3% | +12.2% | +38.2% | +25.6% |
| 1Y | +46.0% | +14.0% | +32.0% | +18.6% |
| 3Y | +98.7% | +48.2% | +50.5% | +6.0% |
| 5Y | +3.5% | +46.1% | -42.6% | -40.1% |
| All | +3.5% | +43.9% | -40.4% | -40.1% |
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