+3.3%
SNOW vs MTCH
-73.3%
+76.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +1.4% | -1.6% | -1.0% |
| 7D | -2.4% | +1.3% | -3.7% | -3.1% |
| 30D | -1.0% | +15.9% | -16.9% | -9.2% |
| 3M | +36.9% | +23.3% | +13.6% | +20.5% |
| 6M | +83.4% | +40.1% | +43.2% | +50.2% |
| YTD | +50.0% | +33.6% | +16.4% | +26.2% |
| 1Y | +46.5% | +14.1% | +32.4% | +33.6% |
| 3Y | +93.3% | +1.4% | +91.9% | +76.7% |
| All | +3.3% | -73.3% | +76.6% | +113.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MTCH.
Daily Out/Under-Performance
Portfolio return minus MTCH return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTCH 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 5y: compounded portfolio wealth divided by compounded MTCH 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…
5y analysis · Full analysis span regression · 6 months rolling