+287.6%
MP vs SNAP
-77.0%
+364.6%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +0.8% | +2.7% | +3.3% |
| 7D | +9.5% | +6.0% | +3.4% | +7.9% |
| 30D | -3.0% | -13.8% | +10.8% | 0.0% |
| 3M | -30.4% | -0.8% | -29.6% | -31.0% |
| 6M | -39.2% | -6.2% | -32.9% | -39.3% |
| YTD | -23.3% | -34.8% | +11.5% | -17.4% |
| 1Y | -32.6% | -38.7% | +6.1% | -26.5% |
| 3Y | +159.3% | -53.5% | +212.7% | +179.0% |
| 5Y | -16.4% | -90.2% | +73.8% | +10.0% |
| All | +287.6% | -77.0% | +364.6% | +406.9% |
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