+52.0%
SNOW vs MKC
-23.4%
+75.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.5% | -5.7% |
| 7D | +2.8% | -5.9% | +8.7% | +1.1% |
| 30D | +6.4% | -0.9% | +7.3% | +6.2% |
| 3M | +38.1% | +12.7% | +25.4% | +44.6% |
| 6M | +100.4% | -19.3% | +119.7% | +85.0% |
| YTD | +53.7% | -22.2% | +75.9% | +42.2% |
| 1Y | +52.0% | -23.3% | +75.3% | +40.7% |
| All | +52.0% | -23.4% | +75.4% | +40.7% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 1y: compounded portfolio wealth divided by compounded MKC 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…
1y analysis · Full analysis span regression · 6 months rolling