+8.6%
SNOW vs MLM
+144.8%
-136.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.2% |
| 7D | -9.9% | -4.1% | -5.7% | -8.1% |
| 30D | -17.1% | +8.2% | -25.3% | -20.7% |
| 3M | -13.2% | -3.6% | -9.7% | -12.4% |
| 6M | +97.4% | -15.6% | +113.0% | +110.1% |
| YTD | +25.8% | -16.4% | +42.2% | +32.5% |
| 1Y | +4.2% | -14.3% | +18.6% | +8.0% |
| 3Y | +91.3% | +19.3% | +72.0% | +54.8% |
| 5Y | -24.4% | +29.6% | -54.0% | -44.6% |
| All | +8.6% | +144.8% | -136.2% | -25.3% |
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