+29.8%
SNOW vs MTB
+178.5%
-148.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +0.4% | -1.0% | -0.6% |
| 7D | -7.5% | -0.4% | -7.1% | -7.4% |
| 30D | -1.3% | -4.6% | +3.3% | -0.2% |
| 3M | +37.4% | +7.4% | +30.0% | +35.0% |
| 6M | +88.1% | +18.7% | +69.4% | +79.8% |
| YTD | +50.3% | +21.1% | +29.2% | +42.8% |
| 1Y | +46.0% | +24.1% | +21.9% | +37.6% |
| 3Y | +98.7% | +115.3% | -16.7% | +66.5% |
| 5Y | +3.5% | +106.0% | -102.5% | -7.9% |
| All | +29.8% | +178.5% | -148.6% | +23.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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