-26.1%
SNOW vs MP
-13.0%
-13.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +3.5% | -6.1% | -3.5% |
| 7D | +5.5% | +9.5% | -4.0% | +3.0% |
| 30D | -13.2% | -3.0% | -10.2% | -12.6% |
| 3M | -13.7% | -30.4% | +16.6% | -6.2% |
| 6M | +91.0% | -39.2% | +130.2% | +112.0% |
| YTD | +32.7% | -23.3% | +55.9% | +35.3% |
| 1Y | +13.3% | -32.6% | +45.9% | +18.6% |
| 3Y | +83.4% | +159.3% | -75.9% | -11.1% |
| All | -26.1% | -13.0% | -13.1% | -41.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling