+14.6%
SNOW vs MLM
+142.7%
-128.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.2% |
| 7D | +5.5% | -0.9% | +6.4% | +6.0% |
| 30D | -13.2% | +9.0% | -22.2% | -17.2% |
| 3M | -13.7% | -5.6% | -8.2% | -12.0% |
| 6M | +91.0% | -10.7% | +101.7% | +97.0% |
| YTD | +32.7% | -17.2% | +49.8% | +40.4% |
| 1Y | +13.3% | -14.2% | +27.5% | +17.1% |
| 3Y | +83.4% | +15.6% | +67.7% | +51.3% |
| 5Y | -24.7% | +26.2% | -50.9% | -44.5% |
| All | +14.6% | +142.7% | -128.1% | -20.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 MLM 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