+3.5%
SNOW vs MXL
+30.3%
-26.7%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.5% | 0.0% |
| 7D | -7.5% | +16.6% | -24.1% | -10.3% |
| 30D | -1.3% | +0.5% | -1.8% | -2.3% |
| 3M | +37.4% | -3.6% | +41.1% | +31.3% |
| 6M | +88.1% | +328.0% | -240.0% | +4.5% |
| YTD | +50.3% | +297.8% | -247.5% | -15.1% |
| 1Y | +46.0% | +339.4% | -293.4% | -21.7% |
| 3Y | +98.7% | +201.7% | -103.1% | +0.2% |
| All | +3.5% | +30.3% | -26.7% | -11.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling