+32.1%
SNOW vs MDY
+112.2%
-80.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.7% | +0.2% | +0.3% |
| 7D | +4.9% | +1.0% | +3.9% | +3.6% |
| 30D | +1.5% | -3.1% | +4.6% | +5.8% |
| 3M | +39.5% | +1.8% | +37.7% | +35.9% |
| 6M | +85.9% | +10.8% | +75.1% | +60.5% |
| YTD | +52.9% | +14.4% | +38.5% | +26.6% |
| 1Y | +48.1% | +15.2% | +32.9% | +21.2% |
| 3Y | +102.2% | +51.2% | +51.0% | +13.7% |
| 5Y | +5.5% | +47.2% | -41.8% | -36.2% |
| All | +32.1% | +112.2% | -80.0% | -37.6% |
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