+6.1%
SNOW vs MP
+117.7%
-111.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.2% | -6.0% | -1.2% | -5.8% |
| 7D | -18.4% | -19.0% | +0.6% | -14.2% |
| 30D | -19.8% | -30.5% | +10.7% | -12.7% |
| 3M | -14.9% | -29.6% | +14.6% | -8.2% |
| 6M | +90.2% | -50.4% | +140.6% | +119.5% |
| YTD | +22.9% | -33.2% | +56.1% | +29.6% |
| 1Y | +1.8% | -38.6% | +40.4% | +8.4% |
| 3Y | +79.7% | +105.5% | -25.8% | +10.7% |
| 5Y | -26.1% | -7.8% | -18.3% | -40.3% |
| All | +6.1% | +117.7% | -111.5% | -28.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling