+110.9%
SNOW vs MPC
+177.6%
-66.7%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +2.8% | +5.4% | -2.6% | +1.6% |
| 30D | +6.4% | +31.0% | -24.6% | +0.1% |
| 3M | +38.1% | +46.0% | -7.9% | +26.5% |
| 6M | +100.4% | +77.3% | +23.1% | +75.1% |
| YTD | +53.7% | +141.9% | -88.2% | +24.5% |
| 1Y | +52.0% | +120.9% | -69.0% | +25.7% |
| All | +110.9% | +177.6% | -66.7% | +59.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling