+14.6%
SNOW vs MDY
+108.3%
-93.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.1% | -2.5% | -2.4% |
| 7D | +5.5% | +2.3% | +3.2% | +2.6% |
| 30D | -13.2% | +2.0% | -15.2% | -15.1% |
| 3M | -13.7% | -5.6% | -8.1% | -6.8% |
| 6M | +91.0% | +1.3% | +89.7% | +87.4% |
| YTD | +32.7% | +12.3% | +20.3% | +12.8% |
| 1Y | +13.3% | +15.8% | -2.5% | -7.8% |
| 3Y | +83.4% | +56.5% | +26.9% | -1.8% |
| 5Y | -24.7% | +35.1% | -59.9% | -51.0% |
| All | +14.6% | +108.3% | -93.7% | -44.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling