+30.5%
SNOW vs MXL
+201.7%
-171.2%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +7.5% | -8.7% | -2.7% |
| 7D | +8.4% | +19.0% | -10.6% | +4.4% |
| 30D | -1.0% | +4.5% | -5.4% | -2.8% |
| 3M | +38.3% | -1.5% | +39.8% | +31.2% |
| 6M | +81.3% | +348.6% | -267.3% | -3.1% |
| YTD | +51.1% | +310.3% | -259.2% | -17.4% |
| 1Y | +47.0% | +344.7% | -297.8% | -23.3% |
| 3Y | +99.7% | +211.2% | -111.4% | -2.6% |
| 5Y | +3.6% | +34.8% | -31.3% | -26.7% |
| All | +30.5% | +201.7% | -171.2% | -38.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling