+94.8%
SNOW vs MTB
+112.6%
-17.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -0.2% | -1.0% | -1.1% |
| 7D | +8.4% | +1.1% | +7.3% | +8.1% |
| 30D | -1.0% | -4.6% | +3.7% | +0.7% |
| 3M | +38.3% | +6.3% | +32.1% | +34.9% |
| 6M | +81.3% | +15.6% | +65.7% | +70.3% |
| YTD | +51.1% | +20.6% | +30.6% | +38.9% |
| 1Y | +47.0% | +22.5% | +24.4% | +33.8% |
| All | +94.8% | +112.6% | -17.8% | +43.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling