+32.8%
SNOW vs MPC
+1,352.9%
-1,320.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | +2.8% | +5.4% | -2.6% | +1.5% |
| 30D | +6.4% | +31.0% | -24.6% | -0.1% |
| 3M | +38.1% | +46.0% | -7.9% | +26.2% |
| 6M | +100.4% | +77.3% | +23.1% | +74.5% |
| YTD | +53.7% | +141.9% | -88.2% | +24.0% |
| 1Y | +52.0% | +120.9% | -69.0% | +25.0% |
| 3Y | +114.7% | +182.7% | -68.0% | +62.4% |
| 5Y | +8.8% | +646.4% | -637.7% | -34.4% |
| All | +32.8% | +1,352.9% | -1,320.1% | -20.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling