+911.4%
MPC vs SNAP
-77.2%
+988.6%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.0% | +4.3% | +0.7% |
| 7D | +5.4% | +0.7% | +4.7% | +5.3% |
| 30D | +31.0% | +2.6% | +28.3% | +30.4% |
| 3M | +46.0% | -9.9% | +55.9% | +46.7% |
| 6M | +77.3% | +1.9% | +75.5% | +74.9% |
| YTD | +141.9% | -32.2% | +174.1% | +147.9% |
| 1Y | +120.9% | -22.8% | +143.8% | +122.8% |
| 3Y | +182.7% | -47.6% | +230.3% | +183.7% |
| 5Y | +646.4% | -92.7% | +739.1% | +764.8% |
| All | +911.4% | -77.2% | +988.6% | +720.5% |
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 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