-5.9%
MDB vs SNAP
-53.8%
+47.9%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | -2.6% | +5.3% | +3.4% |
| 7D | -11.4% | -7.1% | -4.3% | -9.7% |
| 30D | -13.8% | -14.6% | +0.8% | -10.0% |
| 3M | -15.5% | -5.0% | -10.5% | -14.6% |
| 6M | +17.9% | -18.8% | +36.8% | +23.2% |
| YTD | -25.5% | -38.5% | +13.1% | -17.4% |
| 1Y | -12.1% | -38.1% | +26.0% | -2.8% |
| 3Y | -5.9% | -53.8% | +47.9% | -14.3% |
| All | -5.9% | -53.8% | +47.9% | -14.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling