-92.7%
SNAP vs MXL
+23.2%
-115.9%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +6.0% | -6.7% | -2.1% |
| 7D | +1.5% | +15.5% | -14.0% | -2.0% |
| 30D | +1.9% | -11.3% | +13.2% | +3.7% |
| 3M | -3.9% | -16.1% | +12.2% | -6.2% |
| 6M | +5.2% | +323.0% | -317.8% | -46.0% |
| YTD | -32.7% | +281.5% | -314.2% | -64.6% |
| 1Y | -24.8% | +319.3% | -344.1% | -62.4% |
| 3Y | -42.2% | +189.4% | -231.6% | -73.2% |
| 5Y | -92.7% | +26.0% | -118.7% | -94.4% |
| All | -92.7% | +23.2% | -115.9% | -94.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling