-91.0%
SNAP vs MLM
+23.5%
-114.5%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MLM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -1.8% | -0.7% | -1.0% |
| 7D | -7.1% | -4.1% | -3.0% | -3.3% |
| 30D | -14.6% | +8.2% | -22.8% | -20.0% |
| 3M | -5.0% | -3.6% | -1.4% | -2.2% |
| 6M | -18.8% | -15.6% | -3.3% | -7.9% |
| YTD | -38.5% | -16.4% | -22.1% | -30.9% |
| 1Y | -38.1% | -14.3% | -23.7% | -32.2% |
| 3Y | -53.8% | +19.3% | -73.1% | -64.8% |
| All | -91.0% | +23.5% | -114.5% | -93.6% |
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