+10.5%
MCD vs SNAP
-53.8%
+64.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.6% | +2.0% | -0.5% |
| 7D | +7.1% | -7.1% | +14.2% | +7.2% |
| 30D | +19.8% | -14.6% | +34.4% | +19.8% |
| 3M | +0.8% | -5.0% | +5.8% | +0.9% |
| 6M | -1.3% | -18.8% | +17.5% | -1.4% |
| YTD | -7.8% | -38.5% | +30.8% | -8.1% |
| 1Y | -5.0% | -38.1% | +33.1% | -5.3% |
| 3Y | +10.5% | -53.8% | +64.3% | +5.7% |
| All | +10.5% | -53.8% | +64.4% | +5.7% |
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