+14.6%
SNOW vs MET
+229.8%
-215.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MET | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.8% | -3.3% | -2.9% |
| 7D | +5.5% | +4.5% | +1.0% | +3.8% |
| 30D | -13.2% | +3.5% | -16.7% | -14.4% |
| 3M | -13.7% | +5.9% | -19.7% | -15.7% |
| 6M | +91.0% | +33.1% | +57.9% | +70.6% |
| YTD | +32.7% | +33.6% | -0.9% | +18.0% |
| 1Y | +13.3% | +32.7% | -19.4% | +0.9% |
| 3Y | +83.4% | +85.0% | -1.7% | +47.1% |
| 5Y | -24.7% | +85.6% | -110.3% | -39.0% |
| All | +14.6% | +229.8% | -215.2% | -0.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MET.
Daily Out/Under-Performance
Portfolio return minus MET return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MET 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 MET 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