-51.8%
SNAP vs MULL
+2,481.0%
-2,532.8%
-69.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.0% | +2.3% | -0.4% |
| 7D | +1.5% | +14.0% | -12.5% | 0.0% |
| 30D | +1.9% | +24.8% | -22.9% | -1.2% |
| 3M | -3.9% | -16.1% | +12.2% | -7.7% |
| 6M | +5.2% | +330.9% | -325.7% | -26.7% |
| YTD | -32.7% | +545.0% | -577.7% | -57.4% |
| 1Y | -24.8% | +2,427.1% | -2,451.9% | -64.1% |
| All | -51.8% | +2,481.0% | -2,532.8% | -81.1% |
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