+14.7%
SNOW vs MLM
+150.9%
-136.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +2.5% | +3.1% | +4.3% |
| 7D | +0.2% | -3.8% | +4.0% | +2.1% |
| 30D | -21.1% | +11.0% | -32.1% | -25.4% |
| 3M | -11.9% | -3.1% | -8.9% | -11.2% |
| 6M | +91.0% | -9.8% | +100.8% | +96.5% |
| YTD | +32.7% | -14.4% | +47.1% | +38.2% |
| 1Y | +10.8% | -12.6% | +23.3% | +13.7% |
| 3Y | +86.2% | +19.7% | +66.5% | +51.0% |
| 5Y | -22.7% | +29.8% | -52.5% | -43.9% |
| All | +14.7% | +150.9% | -136.2% | -22.1% |
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