-26.1%
SNOW vs MKC
-35.5%
+9.4%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.5% |
| 7D | +5.5% | -3.0% | +8.5% | +5.3% |
| 30D | -13.2% | +4.8% | -18.0% | -12.9% |
| 3M | -13.7% | -12.8% | -0.9% | -14.1% |
| 6M | +91.0% | +5.0% | +86.0% | +91.7% |
| YTD | +32.7% | -29.1% | +61.7% | +32.7% |
| 1Y | +13.3% | -26.4% | +39.7% | +13.1% |
| 3Y | +83.4% | -21.6% | +105.0% | +79.8% |
| All | -26.1% | -35.5% | +9.4% | -11.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling