+96.6%
MPC vs SNAP
-42.2%
+138.8%
-23.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.6% | +1.3% | -1.3% |
| 7D | -16.2% | -7.1% | -9.1% | -16.3% |
| 30D | -15.7% | -14.6% | -1.1% | -16.0% |
| 3M | +24.9% | -5.0% | +29.9% | +25.2% |
| 6M | +52.7% | -18.8% | +71.5% | +51.8% |
| YTD | +131.9% | -38.5% | +170.4% | +127.6% |
| 1Y | +96.6% | -38.1% | +134.7% | +95.0% |
| All | +96.6% | -42.2% | +138.8% | +95.0% |
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 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