+8.6%
SNOW vs MPC
+1,292.5%
-1,283.9%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.4% | -1.2% | +3.6% | +2.6% |
| 7D | -9.9% | -16.2% | +6.3% | -6.4% |
| 30D | -17.1% | -15.7% | -1.4% | -14.2% |
| 3M | -13.2% | +24.9% | -38.1% | -18.1% |
| 6M | +97.4% | +52.7% | +44.8% | +77.5% |
| YTD | +25.8% | +131.9% | -106.1% | +1.9% |
| 1Y | +4.2% | +96.6% | -92.4% | -12.3% |
| 3Y | +91.3% | +163.8% | -72.5% | +46.4% |
| 5Y | -24.4% | +533.1% | -557.5% | -53.2% |
| All | +8.6% | +1,292.5% | -1,283.9% | -34.5% |
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 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