+6.1%
SNOW vs MLM
+149.4%
-143.3%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -5.2% | -2.1% | -4.7% |
| 7D | -18.4% | -1.2% | -17.2% | -18.0% |
| 30D | -19.8% | +7.9% | -27.7% | -23.1% |
| 3M | -14.9% | -4.5% | -10.5% | -13.6% |
| 6M | +90.2% | -12.6% | +102.9% | +98.8% |
| YTD | +22.9% | -14.9% | +37.7% | +28.3% |
| 1Y | +1.8% | -13.1% | +14.9% | +4.8% |
| 3Y | +79.7% | +21.2% | +58.5% | +44.4% |
| 5Y | -26.1% | +32.0% | -58.1% | -46.3% |
| All | +6.1% | +149.4% | -143.3% | -27.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling