-55.2%
SNAP vs MULL
+1,100.2%
-1,155.3%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +12.3% | -10.5% | +0.5% |
| 7D | -7.3% | -27.1% | +19.8% | -4.8% |
| 30D | -18.9% | -54.2% | +35.3% | -13.1% |
| 3M | -5.3% | -42.0% | +36.7% | -2.1% |
| 6M | -16.9% | -43.5% | +26.5% | -22.0% |
| YTD | -37.4% | +199.9% | -237.3% | -57.8% |
| 1Y | -38.5% | +292.8% | -331.3% | -61.2% |
| All | -55.2% | +1,100.2% | -1,155.3% | -81.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling