+237.4%
MP vs SNAP
-77.7%
+315.1%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.0% | -14.0% | +8.0% | -2.7% |
| 7D | -19.0% | -10.4% | -8.6% | -17.0% |
| 30D | -30.5% | -11.9% | -18.5% | -28.7% |
| 3M | -29.6% | -4.5% | -25.1% | -29.5% |
| 6M | -50.4% | -16.7% | -33.7% | -49.1% |
| YTD | -33.2% | -36.9% | +3.7% | -27.5% |
| 1Y | -38.6% | -30.3% | -8.3% | -35.0% |
| 3Y | +105.5% | -52.5% | +158.0% | +120.3% |
| 5Y | -7.8% | -90.4% | +82.6% | +22.4% |
| All | +237.4% | -77.7% | +315.1% | +345.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling