+7.9%
SNOW vs MLM
+41.9%
-34.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.1% | -6.6% | -6.1% |
| 7D | +2.8% | -2.9% | +5.7% | +4.4% |
| 30D | +6.4% | -6.8% | +13.2% | +10.7% |
| 3M | +38.1% | -11.2% | +49.3% | +45.6% |
| 6M | +100.4% | -21.8% | +122.2% | +127.2% |
| YTD | +53.7% | -17.0% | +70.7% | +64.9% |
| 1Y | +52.0% | -16.4% | +68.3% | +61.1% |
| 3Y | +114.7% | +14.5% | +100.2% | +65.6% |
| All | +7.9% | +41.9% | -34.0% | -29.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling