-43.7%
SNAP vs MCO
+42.5%
-86.2%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.4% | -0.8% | -1.3% |
| 7D | -5.0% | -3.1% | -1.9% | -2.9% |
| 30D | -0.7% | -0.5% | -0.2% | -0.4% |
| 3M | -5.0% | +5.7% | -10.7% | -8.8% |
| 6M | +3.5% | +3.0% | +0.5% | +1.0% |
| YTD | -34.2% | -6.5% | -27.7% | -31.6% |
| 1Y | -27.1% | -5.8% | -21.3% | -25.1% |
| All | -43.7% | +42.5% | -86.2% | -57.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling