+14.5%
MDB vs SNAP
-24.3%
+38.8%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -2.7% |
| 7D | -17.4% | +0.7% | -18.2% | -17.8% |
| 30D | -2.0% | +2.6% | -4.7% | -3.7% |
| 3M | -3.0% | -9.9% | +6.9% | -1.1% |
| 6M | +48.7% | +1.9% | +46.8% | +44.3% |
| YTD | -12.1% | -32.2% | +20.1% | -1.0% |
| 1Y | +14.5% | -22.8% | +37.3% | +29.4% |
| All | +14.5% | -24.3% | +38.8% | +29.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 1y: compounded portfolio wealth divided by compounded SNAP 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…
1y analysis · Full analysis span regression · 6 months rolling