-37.3%
MP vs SNAP
-41.1%
+3.8%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -2.2% | +4.2% | +2.6% |
| 7D | +11.0% | +2.6% | +8.4% | +10.1% |
| 30D | -11.7% | -19.6% | +7.8% | -6.5% |
| 3M | -30.8% | +0.4% | -31.2% | -32.0% |
| 6M | -42.9% | -5.9% | -37.0% | -43.1% |
| YTD | -25.9% | -35.3% | +9.4% | -14.3% |
| 1Y | -37.3% | -42.6% | +5.3% | -21.0% |
| All | -37.3% | -41.1% | +3.8% | -21.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling