+29.6%
SNOW vs MXL
+214.6%
-185.1%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +7.5% | -7.8% | -1.7% |
| 7D | -2.4% | +18.9% | -21.3% | -5.9% |
| 30D | -1.0% | +0.3% | -1.3% | -2.0% |
| 3M | +36.9% | -8.0% | +44.9% | +32.0% |
| 6M | +83.4% | +341.2% | -257.9% | -0.9% |
| YTD | +50.0% | +327.8% | -277.8% | -18.8% |
| 1Y | +46.5% | +364.9% | -318.4% | -24.3% |
| 3Y | +93.3% | +229.2% | -135.9% | -7.2% |
| 5Y | +3.3% | +42.8% | -39.5% | -27.9% |
| All | +29.6% | +214.6% | -185.1% | -39.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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