-2.6%
MDT vs SNAP
-90.7%
+88.1%
-39.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -1.0% | -0.2% | -1.1% |
| 7D | +2.7% | -10.6% | +13.3% | +3.2% |
| 30D | +14.8% | -19.7% | +34.6% | +15.9% |
| 3M | +14.6% | -6.5% | +21.1% | +14.7% |
| 6M | +35.7% | -17.8% | +53.5% | +36.4% |
| YTD | +8.5% | -38.0% | +46.5% | +10.0% |
| 1Y | +13.3% | -42.5% | +55.7% | +15.3% |
| 3Y | +58.6% | -55.8% | +114.4% | +59.5% |
| 5Y | -2.6% | -90.5% | +87.9% | +4.2% |
| All | -2.6% | -90.7% | +88.1% | +4.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling