+30.5%
SNOW vs MTCH
-61.0%
+91.6%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTCH | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +0.7% | -1.9% | -1.6% |
| 7D | +8.4% | -2.4% | +10.8% | +9.8% |
| 30D | -1.0% | +12.8% | -13.8% | -7.7% |
| 3M | +38.3% | +20.0% | +18.3% | +23.9% |
| 6M | +81.3% | +34.7% | +46.6% | +52.5% |
| YTD | +51.1% | +30.6% | +20.5% | +29.3% |
| 1Y | +47.0% | +10.9% | +36.0% | +36.4% |
| 3Y | +99.7% | -2.0% | +101.8% | +86.1% |
| 5Y | +3.6% | -72.6% | +76.2% | +97.7% |
| All | +30.5% | -61.0% | +91.6% | +88.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling