+23.4%
MCD vs SNAP
-90.0%
+113.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | +6.8% | -9.4% | -2.7% |
| 7D | -1.9% | -9.8% | +7.9% | -1.8% |
| 30D | +16.6% | -18.2% | +34.8% | +16.9% |
| 3M | +0.9% | -3.1% | +4.0% | +0.9% |
| 6M | +1.5% | -7.1% | +8.6% | +1.4% |
| YTD | -8.3% | -33.8% | +25.5% | -8.1% |
| 1Y | -8.1% | -39.0% | +30.9% | -7.8% |
| 3Y | +10.3% | -52.8% | +63.1% | +10.0% |
| 5Y | +23.4% | -90.0% | +113.4% | +30.0% |
| All | +23.4% | -90.0% | +113.4% | +30.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling