-40.7%
MP vs SNAP
-38.5%
-2.2%
-53.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +6.8% | -6.1% | -1.1% |
| 7D | +2.3% | -9.8% | +12.1% | +5.0% |
| 30D | -15.3% | -18.2% | +2.9% | -10.8% |
| 3M | -33.5% | -3.1% | -30.4% | -33.9% |
| 6M | -45.5% | -7.1% | -38.4% | -45.3% |
| YTD | -27.3% | -33.8% | +6.5% | -18.7% |
| 1Y | -40.7% | -39.0% | -1.7% | -30.9% |
| All | -40.7% | -38.5% | -2.2% | -30.9% |
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 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