-77.5%
SNAP vs MTUM
+311.7%
-389.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +5.9% | +6.2% |
| 7D | -3.2% | +1.2% | -4.4% | -4.8% |
| 30D | +0.2% | -1.7% | +1.9% | +1.2% |
| 3M | +2.6% | -0.5% | +3.1% | -1.1% |
| 6M | +12.4% | +22.3% | -9.9% | -17.2% |
| YTD | -31.6% | +21.4% | -53.0% | -49.2% |
| 1Y | -21.7% | +20.0% | -41.7% | -41.1% |
| 3Y | -41.2% | +113.0% | -154.2% | -78.9% |
| 5Y | -92.6% | +77.3% | -169.9% | -96.5% |
| All | -77.5% | +311.7% | -389.2% | -95.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MTUM.
Daily Out/Under-Performance
Portfolio return minus MTUM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTUM 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 MTUM 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