+174.9%
MCD vs SNAP
-79.0%
+253.9%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +1.8% | 0.0% | +1.7% |
| 7D | +5.9% | -7.3% | +13.3% | +6.3% |
| 30D | +19.6% | -18.9% | +38.6% | +20.6% |
| 3M | +3.3% | -5.3% | +8.5% | +3.3% |
| 6M | +3.5% | -16.9% | +20.4% | +3.9% |
| YTD | -6.1% | -37.4% | +31.3% | -4.9% |
| 1Y | -3.7% | -38.5% | +34.8% | -2.4% |
| 3Y | +13.4% | -55.1% | +68.4% | +13.8% |
| 5Y | +25.2% | -90.8% | +115.9% | +32.9% |
| All | +174.9% | -79.0% | +253.9% | +145.1% |
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