+7.9%
SNOW vs MP
+58.1%
-50.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.8% |
| 7D | +2.8% | -2.9% | +5.6% | +3.4% |
| 30D | +6.4% | +13.8% | -7.4% | +2.6% |
| 3M | +38.1% | -16.7% | +54.8% | +42.4% |
| 6M | +100.4% | -11.5% | +111.9% | +100.2% |
| YTD | +53.7% | +7.9% | +45.8% | +44.6% |
| 1Y | +52.0% | -15.0% | +67.0% | +46.4% |
| 3Y | +114.7% | +153.5% | -38.9% | +19.2% |
| All | +7.9% | +58.1% | -50.2% | -21.5% |
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 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