+1,049.8%
MDB vs SNAP
-64.6%
+1,114.4%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -4.0% | -0.1% | -2.8% |
| 7D | -17.4% | +0.7% | -18.2% | -17.8% |
| 30D | -2.0% | +2.6% | -4.7% | -3.5% |
| 3M | -3.0% | -9.9% | +6.9% | -1.0% |
| 6M | +48.7% | +1.9% | +46.8% | +44.3% |
| YTD | -12.1% | -32.2% | +20.1% | -3.1% |
| 1Y | +14.5% | -22.8% | +37.3% | +20.2% |
| 3Y | -6.1% | -47.6% | +41.5% | -1.7% |
| 5Y | -27.3% | -92.7% | +65.4% | +17.9% |
| All | +1,049.8% | -64.6% | +1,114.4% | +877.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling