+32.8%
SNOW vs MTB
+179.4%
-146.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -0.1% | -5.3% | -5.4% |
| 7D | +2.8% | +1.7% | +1.1% | +2.4% |
| 30D | +6.4% | -4.2% | +10.6% | +7.5% |
| 3M | +38.1% | +8.9% | +29.2% | +35.2% |
| 6M | +100.4% | +10.9% | +89.5% | +94.8% |
| YTD | +53.7% | +21.5% | +32.2% | +45.9% |
| 1Y | +52.0% | +21.9% | +30.0% | +43.9% |
| 3Y | +114.7% | +109.2% | +5.4% | +80.6% |
| 5Y | +8.8% | +102.0% | -93.2% | -3.5% |
| All | +32.8% | +179.4% | -146.6% | +26.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling