-3.2%
MCD vs SNAP
-39.9%
+36.7%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -1.0% | +1.2% | +0.3% |
| 7D | +7.3% | -10.6% | +17.8% | +7.6% |
| 30D | +20.0% | -19.7% | +39.7% | +20.5% |
| 3M | +3.8% | -6.5% | +10.4% | +4.1% |
| 6M | +3.8% | -17.8% | +21.5% | +3.4% |
| YTD | -5.9% | -38.0% | +32.2% | -7.1% |
| 1Y | -3.2% | -42.5% | +39.2% | -3.6% |
| All | -3.2% | -39.9% | +36.7% | -3.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling