+254.1%
MP vs SNAP
-78.3%
+332.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | -2.6% | +7.5% | +5.6% |
| 7D | -10.5% | -7.1% | -3.4% | -9.2% |
| 30D | -23.5% | -14.6% | -8.9% | -21.1% |
| 3M | -25.4% | -5.0% | -20.5% | -25.3% |
| 6M | -51.3% | -18.8% | -32.4% | -49.7% |
| YTD | -29.9% | -38.5% | +8.6% | -23.5% |
| 1Y | -31.8% | -38.1% | +6.2% | -25.7% |
| 3Y | +127.0% | -53.8% | +180.8% | +144.8% |
| 5Y | -3.3% | -90.7% | +87.4% | +29.2% |
| All | +254.1% | -78.3% | +332.4% | +369.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling