+83.4%
SNOW vs MLM
+15.7%
+67.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.7% | -1.9% | -2.4% |
| 7D | +5.5% | -0.9% | +6.4% | +5.7% |
| 30D | -13.2% | +9.0% | -22.2% | -15.0% |
| 3M | -13.7% | -5.6% | -8.2% | -12.6% |
| 6M | +91.0% | -10.7% | +101.7% | +94.2% |
| YTD | +32.7% | -17.2% | +49.8% | +36.9% |
| 1Y | +13.3% | -14.2% | +27.5% | +14.6% |
| 3Y | +83.4% | +15.6% | +67.7% | +42.7% |
| All | +83.4% | +15.7% | +67.7% | +42.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling