-79.7%
SNAP vs MTB
+66.8%
-146.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -0.9% | -1.6% | -2.2% |
| 7D | -7.1% | -1.3% | -5.8% | -6.5% |
| 30D | -14.6% | +0.5% | -15.1% | -14.6% |
| 3M | -5.0% | -12.4% | +7.4% | 0.0% |
| 6M | -18.8% | +1.5% | -20.3% | -19.3% |
| YTD | -38.5% | +10.3% | -48.8% | -40.9% |
| 1Y | -38.1% | +22.2% | -60.3% | -42.8% |
| 3Y | -53.8% | +96.9% | -150.7% | -63.7% |
| 5Y | -90.7% | +64.3% | -155.0% | -92.2% |
| All | -79.7% | +66.8% | -146.6% | -83.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 MTB 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