-41.5%
SNAP vs MTUM
+112.0%
-153.5%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTUM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -2.0% | +5.9% | +5.7% |
| 7D | -3.2% | +1.2% | -4.4% | -4.4% |
| 30D | +0.2% | -1.7% | +1.9% | +1.0% |
| 3M | +2.6% | -0.5% | +3.1% | -0.9% |
| 6M | +12.4% | +22.3% | -9.9% | -15.6% |
| YTD | -31.6% | +21.4% | -53.0% | -48.2% |
| 1Y | -21.7% | +20.0% | -41.7% | -39.9% |
| All | -41.5% | +112.0% | -153.5% | -79.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling