-25.6%
SNOW vs MLM
+23.5%
-49.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.8% | +4.2% | +3.4% |
| 7D | -9.9% | -4.1% | -5.7% | -7.7% |
| 30D | -17.1% | +8.2% | -25.3% | -21.5% |
| 3M | -13.2% | -3.6% | -9.7% | -12.3% |
| 6M | +97.4% | -15.6% | +113.0% | +112.8% |
| YTD | +25.8% | -16.4% | +42.2% | +33.5% |
| 1Y | +4.2% | -14.3% | +18.6% | +8.2% |
| 3Y | +91.3% | +19.3% | +72.0% | +38.5% |
| All | -25.6% | +23.5% | -49.1% | -46.9% |
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