-20.1%
MDT vs SNAP
-92.9%
+72.8%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -0.7% | -1.2% | -1.9% |
| 7D | +0.4% | +1.5% | -1.1% | +0.3% |
| 30D | +6.0% | +1.9% | +4.1% | +5.8% |
| 3M | +15.5% | -3.9% | +19.4% | +15.4% |
| 6M | +3.4% | +5.2% | -1.8% | +2.7% |
| YTD | -2.2% | -32.7% | +30.6% | -1.0% |
| 1Y | +2.6% | -24.8% | +27.4% | +3.1% |
| 3Y | +27.5% | -42.2% | +69.7% | +26.8% |
| 5Y | -20.1% | -92.7% | +72.6% | -17.1% |
| All | -20.1% | -92.9% | +72.8% | -17.1% |
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