-39.0%
SNAP vs MXL
+299.7%
-338.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.8% | +11.4% | -4.6% | +6.0% |
| 7D | -9.8% | +5.5% | -15.3% | -10.2% |
| 30D | -18.2% | -32.6% | +14.4% | -16.8% |
| 3M | -3.1% | -13.1% | +10.1% | -3.3% |
| 6M | -7.1% | -41.4% | +34.3% | -6.7% |
| YTD | -33.8% | +243.9% | -277.8% | -52.6% |
| 1Y | -39.0% | +305.1% | -344.1% | -58.6% |
| All | -39.0% | +299.7% | -338.7% | -58.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling