-42.5%
SNAP vs MULL
+251.4%
-293.9%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.5% | +1.5% | -0.8% |
| 7D | -10.6% | -32.2% | +21.7% | -8.6% |
| 30D | -19.7% | -55.4% | +35.6% | -16.3% |
| 3M | -6.5% | -41.3% | +34.7% | -4.7% |
| 6M | -17.8% | -44.9% | +27.1% | -21.8% |
| YTD | -38.0% | +192.4% | -230.4% | -54.1% |
| 1Y | -42.5% | +239.4% | -281.9% | -58.3% |
| All | -42.5% | +251.4% | -293.9% | -58.3% |
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 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