-90.4%
SNAP vs MLM
+30.6%
-121.1%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -14.0% | -5.2% | -8.9% | -9.8% |
| 7D | -10.4% | -1.2% | -9.2% | -9.0% |
| 30D | -11.9% | +7.9% | -19.9% | -17.4% |
| 3M | -4.5% | -4.5% | 0.0% | -1.0% |
| 6M | -16.7% | -12.6% | -4.0% | -8.2% |
| YTD | -36.9% | -14.9% | -22.1% | -30.2% |
| 1Y | -30.3% | -13.1% | -17.2% | -24.6% |
| 3Y | -52.5% | +21.2% | -73.7% | -64.3% |
| 5Y | -90.4% | +32.0% | -122.4% | -93.5% |
| All | -90.4% | +30.6% | -121.1% | -93.5% |
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