-79.7%
SNAP vs MLM
+150.3%
-230.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.7% | -1.5% |
| 7D | -7.1% | -4.1% | -3.0% | -4.6% |
| 30D | -14.6% | +8.2% | -22.8% | -18.2% |
| 3M | -5.0% | -3.6% | -1.4% | -3.1% |
| 6M | -18.8% | -15.6% | -3.3% | -11.5% |
| YTD | -38.5% | -16.4% | -22.1% | -33.1% |
| 1Y | -38.1% | -14.3% | -23.7% | -33.6% |
| 3Y | -53.8% | +19.3% | -73.1% | -58.8% |
| 5Y | -90.7% | +29.6% | -120.3% | -92.0% |
| All | -79.7% | +150.3% | -230.1% | -87.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MLM.
Daily Out/Under-Performance
Portfolio return minus MLM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MLM 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 10y: compounded portfolio wealth divided by compounded MLM 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…
10y analysis · Full analysis span regression · 6 months rolling