+110.7%
MCK vs SNAP
-40.1%
+150.8%
-27.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.9% | -2.8% | +0.2% |
| 7D | -2.9% | +3.8% | -6.8% | -2.8% |
| 30D | +0.4% | +9.2% | -8.8% | +0.9% |
| 3M | +12.1% | +6.6% | +5.5% | +12.6% |
| 6M | -5.4% | +16.9% | -22.3% | -4.4% |
| YTD | +7.8% | -29.6% | +37.4% | +6.9% |
| 1Y | +22.9% | -22.1% | +45.0% | +22.4% |
| 3Y | +110.7% | -39.8% | +150.6% | +120.4% |
| All | +110.7% | -40.1% | +150.8% | +120.4% |
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