-21.7%
SNAP vs MCO
-7.0%
-14.7%
-56.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.0% | -1.5% | +5.5% | +4.8% |
| 7D | -3.2% | -7.3% | +4.2% | +0.9% |
| 30D | +0.2% | -1.7% | +1.9% | +1.2% |
| 3M | +2.6% | +3.9% | -1.3% | +0.4% |
| 6M | +12.4% | +3.8% | +8.6% | +9.7% |
| YTD | -31.6% | -7.9% | -23.7% | -29.7% |
| 1Y | -21.7% | -6.8% | -14.9% | -19.3% |
| All | -21.7% | -7.0% | -14.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling