+22.6%
MCD vs SNAP
-90.2%
+112.9%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -14.0% | +13.2% | -0.6% |
| 7D | +8.0% | -10.4% | +18.4% | +8.2% |
| 30D | +19.6% | -11.9% | +31.6% | +19.8% |
| 3M | +2.2% | -4.5% | +6.7% | +2.2% |
| 6M | -1.1% | -16.7% | +15.6% | -1.0% |
| YTD | -7.2% | -36.9% | +29.7% | -6.9% |
| 1Y | -6.7% | -30.3% | +23.6% | -6.5% |
| 3Y | +11.6% | -52.5% | +64.1% | +11.2% |
| 5Y | +22.6% | -90.4% | +113.1% | +27.5% |
| All | +22.6% | -90.2% | +112.9% | +27.5% |
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