+162.8%
SNOW vs MULL
+2,366.2%
-2,203.3%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -9.3% | +8.8% | +0.2% |
| 7D | -7.5% | +3.6% | -11.1% | -7.9% |
| 30D | -1.3% | +22.0% | -23.3% | -3.4% |
| 3M | +37.4% | -8.6% | +46.1% | +31.3% |
| 6M | +88.1% | +248.5% | -160.5% | +42.8% |
| YTD | +50.3% | +516.3% | -466.0% | +1.3% |
| 1Y | +46.0% | +2,036.6% | -1,990.7% | -24.6% |
| All | +162.8% | +2,366.2% | -2,203.3% | +19.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling