+117.2%
MPC vs SNAP
-22.3%
+139.5%
-19.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -8.1% | +5.9% | -14.0% | -7.8% |
| 7D | -10.9% | -0.7% | -10.2% | -10.8% |
| 30D | -9.4% | +5.5% | -14.9% | -9.0% |
| 3M | +26.0% | +2.2% | +23.7% | +26.4% |
| 6M | +56.5% | -4.1% | +60.6% | +56.8% |
| YTD | +144.3% | -26.6% | +170.9% | +148.7% |
| 1Y | +117.2% | -20.7% | +138.0% | +117.5% |
| All | +117.2% | -22.3% | +139.5% | +117.5% |
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