-78.7%
SNAP vs MXL
+126.8%
-205.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.7% | -0.6% | -1.8% |
| 7D | +2.6% | +33.1% | -30.5% | -5.0% |
| 30D | -19.6% | -33.5% | +13.9% | -12.6% |
| 3M | +0.4% | -20.7% | +21.1% | +1.5% |
| 6M | -5.9% | -35.9% | +29.9% | -6.0% |
| YTD | -35.3% | +238.3% | -273.6% | -66.7% |
| 1Y | -42.6% | +296.2% | -338.8% | -72.2% |
| 3Y | -53.9% | +254.1% | -308.0% | -81.0% |
| 5Y | -90.3% | -14.1% | -76.1% | -93.3% |
| All | -78.7% | +126.8% | -205.4% | -91.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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