+144.0%
MP vs SNAP
-54.3%
+198.4%
-65.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.0% | +0.8% | +2.2% | +2.8% |
| 7D | -3.6% | -10.6% | +6.9% | -1.1% |
| 30D | -21.0% | -19.7% | -1.2% | -16.8% |
| 3M | -33.3% | -6.5% | -26.8% | -32.9% |
| 6M | -45.9% | -17.8% | -28.2% | -44.2% |
| YTD | -27.8% | -38.0% | +10.2% | -20.8% |
| 1Y | -43.2% | -42.5% | -0.7% | -36.6% |
| 3Y | +144.0% | -55.8% | +199.9% | +136.0% |
| All | +144.0% | -54.3% | +198.4% | +136.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling