+102.2%
SNOW vs MUB
+8.8%
+93.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MUB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | 0.0% | -0.5% | -0.5% |
| 7D | +4.9% | -0.3% | +5.2% | +5.2% |
| 30D | +1.5% | -1.5% | +3.1% | +3.1% |
| 3M | +39.5% | -1.9% | +41.5% | +42.3% |
| 6M | +85.9% | -1.7% | +87.6% | +89.0% |
| YTD | +52.9% | -0.8% | +53.7% | +54.5% |
| 1Y | +48.1% | +1.5% | +46.6% | +47.1% |
| 3Y | +102.2% | +8.8% | +93.4% | +69.9% |
| All | +102.2% | +8.8% | +93.4% | +69.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MUB.
Daily Out/Under-Performance
Portfolio return minus MUB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUB 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 MUB 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