-77.7%
SNAP vs MXL
+141.3%
-219.0%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | +5.5% | -9.6% | -5.5% |
| 7D | +0.7% | +1.6% | -0.9% | +0.2% |
| 30D | +2.6% | -7.0% | +9.6% | +3.3% |
| 3M | -9.9% | -33.4% | +23.5% | -6.6% |
| 6M | +1.9% | +260.2% | -258.3% | -45.7% |
| YTD | -32.2% | +260.0% | -292.2% | -64.2% |
| 1Y | -22.8% | +303.5% | -326.3% | -61.5% |
| 3Y | -47.6% | +160.4% | -208.0% | -74.7% |
| 5Y | -92.7% | +14.7% | -107.4% | -95.2% |
| All | -77.7% | +141.3% | -219.0% | -90.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling