-18.1%
SNOW vs MLM
+29.9%
-48.0%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.6% | -0.5% | +2.1% | +1.9% |
| 7D | +0.2% | -2.9% | +3.1% | +2.0% |
| 30D | -19.8% | +10.4% | -30.2% | -24.9% |
| 3M | -11.6% | -3.7% | -7.9% | -10.4% |
| 6M | +94.0% | -10.3% | +104.3% | +101.2% |
| YTD | +34.8% | -14.8% | +49.6% | +41.6% |
| 1Y | +10.1% | -13.9% | +24.0% | +14.4% |
| 3Y | +84.4% | +18.4% | +66.0% | +35.7% |
| 5Y | -18.1% | +31.8% | -49.9% | -46.1% |
| All | -18.1% | +29.9% | -48.0% | -46.1% |
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