+170.1%
MCD vs SNAP
-79.3%
+249.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | -0.4% |
| 7D | +7.1% | -7.1% | +14.2% | +7.4% |
| 30D | +19.8% | -14.6% | +34.4% | +20.5% |
| 3M | +0.8% | -5.0% | +5.8% | +0.9% |
| 6M | -1.3% | -18.8% | +17.5% | -0.8% |
| YTD | -7.8% | -38.5% | +30.8% | -6.5% |
| 1Y | -5.0% | -38.1% | +33.1% | -3.7% |
| 3Y | +10.5% | -53.8% | +64.3% | +10.8% |
| 5Y | +22.0% | -90.7% | +112.6% | +29.3% |
| All | +170.1% | -79.3% | +249.4% | +141.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling