-53.8%
SNAP vs MCO
+51.5%
-105.3%
-77.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.1% |
| 7D | +2.6% | -1.7% | +4.3% | +3.8% |
| 30D | -19.6% | +9.1% | -28.7% | -23.9% |
| 3M | +0.4% | +6.2% | -5.8% | -3.5% |
| 6M | -5.9% | +12.6% | -18.6% | -13.5% |
| YTD | -35.3% | -0.2% | -35.1% | -35.5% |
| 1Y | -42.6% | +4.1% | -46.7% | -44.5% |
| All | -53.8% | +51.5% | -105.3% | -69.0% |
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