-77.7%
SNAP vs MCO
+377.9%
-455.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -2.1% | -1.9% | -2.3% |
| 7D | +0.7% | -4.2% | +4.9% | +4.1% |
| 30D | +2.6% | +2.2% | +0.4% | +0.9% |
| 3M | -9.9% | +10.1% | -20.0% | -16.9% |
| 6M | +1.9% | +5.3% | -3.4% | -2.8% |
| YTD | -32.2% | -2.7% | -29.5% | -31.5% |
| 1Y | -22.8% | -0.4% | -22.5% | -24.3% |
| 3Y | -47.6% | +49.0% | -96.6% | -63.9% |
| 5Y | -92.7% | +33.6% | -126.4% | -94.5% |
| All | -77.7% | +377.9% | -455.6% | -92.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling