+10.1%
SNOW vs MLM
-12.9%
+23.1%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.5% |
| 7D | +0.2% | -2.9% | +3.1% | -0.2% |
| 30D | -19.8% | +10.4% | -30.2% | -18.3% |
| 3M | -11.6% | -3.7% | -7.9% | -11.4% |
| 6M | +94.0% | -10.3% | +104.3% | +92.1% |
| YTD | +34.8% | -14.8% | +49.6% | +32.4% |
| 1Y | +10.1% | -13.9% | +24.0% | +7.6% |
| All | +10.1% | -12.9% | +23.1% | +7.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling