-20.7%
SNAP vs MULL
+444.9%
-465.6%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +5.9% | -13.8% | +19.7% | +6.6% |
| 7D | -0.7% | -35.9% | +35.2% | +1.7% |
| 30D | +5.5% | -47.3% | +52.9% | +8.9% |
| 3M | +2.2% | -30.6% | +32.8% | +3.2% |
| 6M | -4.1% | +13.7% | -17.8% | -16.0% |
| YTD | -26.6% | +272.1% | -298.8% | -45.6% |
| 1Y | -20.7% | +475.1% | -495.8% | -43.9% |
| All | -20.7% | +444.9% | -465.6% | -43.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 1y: compounded portfolio wealth divided by compounded MULL 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…
1y analysis · Full analysis span regression · 6 months rolling