+88.2%
SNOW vs MTB
+105.0%
-16.8%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -0.2% | -0.7% | -0.8% |
| 7D | +10.8% | 0.0% | +10.8% | +10.8% |
| 30D | -16.5% | +0.8% | -17.4% | -16.7% |
| 3M | -10.1% | -12.8% | +2.7% | -5.7% |
| 6M | +96.5% | +6.7% | +89.8% | +90.6% |
| YTD | +36.2% | +11.3% | +24.8% | +28.7% |
| 1Y | +10.7% | +20.2% | -9.5% | +0.8% |
| All | +88.2% | +105.0% | -16.8% | +35.8% |
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 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