+58.1%
MP vs SNAP
-92.8%
+150.9%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | -4.0% | +5.4% | +2.4% |
| 7D | -2.9% | +0.7% | -3.6% | -3.1% |
| 30D | +13.8% | +2.6% | +11.2% | +12.7% |
| 3M | -16.7% | -9.9% | -6.8% | -15.3% |
| 6M | -11.5% | +1.9% | -13.4% | -13.4% |
| YTD | +7.9% | -32.2% | +40.2% | +16.4% |
| 1Y | -15.0% | -22.8% | +7.8% | -11.7% |
| 3Y | +153.5% | -47.6% | +201.1% | +166.3% |
| All | +58.1% | -92.8% | +150.9% | +128.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling