+14.7%
SNOW vs MPC
+1,356.5%
-1,341.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.5% | +4.6% | +0.9% | +4.5% |
| 7D | +0.2% | -9.4% | +9.6% | +2.3% |
| 30D | -21.1% | -14.3% | -6.8% | -18.6% |
| 3M | -11.9% | +31.1% | -43.0% | -17.7% |
| 6M | +91.0% | +60.3% | +30.7% | +70.0% |
| YTD | +32.7% | +142.5% | -109.8% | +6.5% |
| 1Y | +10.8% | +104.6% | -93.8% | -7.5% |
| 3Y | +86.2% | +191.7% | -105.5% | +39.5% |
| 5Y | -22.7% | +549.2% | -571.9% | -52.5% |
| All | +14.7% | +1,356.5% | -1,341.9% | -31.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 MPC 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