+52.0%
SNOW vs MP
-17.4%
+69.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.6% |
| 7D | +2.8% | -2.9% | +5.6% | +3.1% |
| 30D | +6.4% | +13.8% | -7.4% | +4.6% |
| 3M | +38.1% | -16.7% | +54.8% | +40.0% |
| 6M | +100.4% | -11.5% | +111.9% | +101.0% |
| YTD | +53.7% | +7.9% | +45.8% | +52.8% |
| 1Y | +52.0% | -15.0% | +67.0% | +51.4% |
| All | +52.0% | -17.4% | +69.3% | +51.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 1y: compounded portfolio wealth divided by compounded MP 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…
1y analysis · Full analysis span regression · 6 months rolling