+93.8%
SNOW vs MXL
+200.2%
-106.4%
-56.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | -0.3% |
| 7D | -7.5% | +16.6% | -24.1% | -8.8% |
| 30D | -1.3% | +0.5% | -1.8% | -1.7% |
| 3M | +37.4% | -3.6% | +41.1% | +34.6% |
| 6M | +88.1% | +328.0% | -240.0% | +34.1% |
| YTD | +50.3% | +297.8% | -247.5% | +8.4% |
| 1Y | +46.0% | +339.4% | -293.4% | +1.9% |
| All | +93.8% | +200.2% | -106.4% | +31.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling