-26.1%
SNOW vs MPC
+600.5%
-626.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +0.4% | -3.0% | -2.7% |
| 7D | +5.5% | +11.2% | -5.8% | +2.9% |
| 30D | -13.2% | -14.5% | +1.3% | -10.2% |
| 3M | -13.7% | +16.7% | -30.4% | -17.5% |
| 6M | +91.0% | +67.6% | +23.4% | +66.5% |
| YTD | +32.7% | +157.9% | -125.3% | +2.7% |
| 1Y | +13.3% | +116.7% | -103.4% | -8.2% |
| 3Y | +83.4% | +199.8% | -116.4% | +31.8% |
| All | -26.1% | +600.5% | -626.6% | -61.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling