+14.6%
SNOW vs MKC
-46.4%
+61.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +1.2% | -3.8% | -2.6% |
| 7D | +5.5% | -3.0% | +8.5% | +5.4% |
| 30D | -13.2% | +4.8% | -18.0% | -13.2% |
| 3M | -13.7% | -12.8% | -0.9% | -13.5% |
| 6M | +91.0% | +5.0% | +86.0% | +90.7% |
| YTD | +32.7% | -29.1% | +61.7% | +34.8% |
| 1Y | +13.3% | -26.4% | +39.7% | +14.6% |
| 3Y | +83.4% | -21.6% | +105.0% | +80.2% |
| 5Y | -24.7% | -35.2% | +10.5% | -25.6% |
| All | +14.6% | -46.4% | +61.0% | +27.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling