-6.2%
SNAP vs MXL
-44.3%
+38.1%
-28.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +1.2% |
| 7D | +6.0% | +13.4% | -7.4% | +5.0% |
| 30D | -13.8% | -29.2% | +15.5% | -12.6% |
| 3M | -0.8% | -27.2% | +26.5% | +0.2% |
| 6M | -6.2% | -36.4% | +30.2% | -9.2% |
| All | -6.2% | -44.3% | +38.1% | -9.2% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling