+32.8%
SNOW vs MKC
-41.2%
+74.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.5% | -5.4% |
| 7D | +2.8% | -5.9% | +8.7% | +2.9% |
| 30D | +6.4% | -0.9% | +7.3% | +6.4% |
| 3M | +38.1% | +12.7% | +25.4% | +37.7% |
| 6M | +100.4% | -19.3% | +119.7% | +102.8% |
| YTD | +53.7% | -22.2% | +75.9% | +55.9% |
| 1Y | +52.0% | -23.3% | +75.3% | +54.3% |
| 3Y | +114.7% | -30.0% | +144.6% | +120.5% |
| 5Y | +8.8% | -33.8% | +42.5% | +11.3% |
| All | +32.8% | -41.2% | +74.0% | +47.6% |
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