+11.2%
MCD vs SNAP
-52.6%
+63.8%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.0% | +13.2% | -0.7% |
| 7D | +8.0% | -10.4% | +18.4% | +8.0% |
| 30D | +19.6% | -11.9% | +31.6% | +19.6% |
| 3M | +2.2% | -4.5% | +6.7% | +2.3% |
| 6M | -1.1% | -16.7% | +15.6% | -1.3% |
| YTD | -7.2% | -36.9% | +29.7% | -7.6% |
| 1Y | -6.7% | -30.3% | +23.6% | -7.0% |
| All | +11.2% | -52.6% | +63.8% | +6.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling