+8.6%
SNOW vs MP
+128.5%
-119.8%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | +4.9% | -2.6% | +1.2% |
| 7D | -9.9% | -10.5% | +0.6% | -7.4% |
| 30D | -17.1% | -23.5% | +6.4% | -11.8% |
| 3M | -13.2% | -25.4% | +12.2% | -7.7% |
| 6M | +97.4% | -51.3% | +148.7% | +129.0% |
| YTD | +25.8% | -29.9% | +55.7% | +31.1% |
| 1Y | +4.2% | -31.8% | +36.1% | +8.2% |
| 3Y | +91.3% | +127.0% | -35.7% | +14.4% |
| 5Y | -24.4% | -3.3% | -21.1% | -39.5% |
| All | +8.6% | +128.5% | -119.8% | -27.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling