-78.5%
SNAP vs MXL
+114.5%
-193.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | -5.4% | +6.2% | +2.1% |
| 7D | +6.0% | +13.4% | -7.4% | +2.5% |
| 30D | -13.8% | -29.2% | +15.5% | -7.7% |
| 3M | -0.8% | -27.2% | +26.5% | +2.5% |
| 6M | -6.2% | -36.4% | +30.2% | -6.3% |
| YTD | -34.8% | +220.0% | -254.8% | -66.0% |
| 1Y | -38.7% | +304.8% | -343.5% | -70.7% |
| 3Y | -53.5% | +238.5% | -291.9% | -80.6% |
| 5Y | -90.2% | -18.8% | -71.4% | -93.1% |
| All | -78.5% | +114.5% | -193.1% | -91.3% |
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