-78.7%
SNAP vs MCO
+390.5%
-469.2%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.6% | -0.6% | -1.0% |
| 7D | +2.6% | -1.7% | +4.3% | +4.0% |
| 30D | -19.6% | +9.1% | -28.7% | -24.8% |
| 3M | +0.4% | +6.2% | -5.8% | -4.3% |
| 6M | -5.9% | +12.6% | -18.6% | -14.9% |
| YTD | -35.3% | -0.2% | -35.1% | -36.0% |
| 1Y | -42.6% | +4.1% | -46.7% | -45.2% |
| 3Y | -53.9% | +50.6% | -104.5% | -68.4% |
| 5Y | -90.3% | +36.2% | -126.5% | -92.8% |
| All | -78.7% | +390.5% | -469.2% | -92.9% |
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