+9.5%
SNOW vs MULL
+444.9%
-435.4%
-55.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -13.8% | +12.3% | -1.0% |
| 7D | -14.5% | -35.9% | +21.4% | -13.2% |
| 30D | -14.3% | -47.3% | +33.1% | -12.7% |
| 3M | -8.3% | -30.6% | +22.3% | -7.3% |
| 6M | +101.5% | +13.7% | +87.8% | +89.7% |
| YTD | +32.5% | +272.1% | -239.6% | +12.1% |
| 1Y | +9.5% | +475.1% | -465.6% | -12.1% |
| All | +9.5% | +444.9% | -435.4% | -12.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling