-92.8%
SNAP vs MLM
+41.9%
-134.8%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +1.1% | -5.2% | -5.0% |
| 7D | +0.7% | -2.9% | +3.6% | +3.1% |
| 30D | +2.6% | -6.8% | +9.5% | +8.6% |
| 3M | -9.9% | -11.2% | +1.3% | -1.8% |
| 6M | +1.9% | -21.8% | +23.7% | +22.6% |
| YTD | -32.2% | -17.0% | -15.2% | -23.6% |
| 1Y | -22.8% | -16.4% | -6.5% | -14.1% |
| 3Y | -47.6% | +14.5% | -62.1% | -57.8% |
| All | -92.8% | +41.9% | -134.8% | -95.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling