-78.3%
SNAP vs MKC
+25.4%
-103.7%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.8% | -1.4% | -2.1% |
| 7D | -5.0% | -4.3% | -0.7% | -4.4% |
| 30D | -0.7% | -3.1% | +2.4% | -0.3% |
| 3M | -5.0% | +6.8% | -11.8% | -6.1% |
| 6M | +3.5% | -18.3% | +21.8% | +6.7% |
| YTD | -34.2% | -23.1% | -11.1% | -31.7% |
| 1Y | -27.1% | -23.7% | -3.4% | -24.3% |
| 3Y | -43.5% | -31.0% | -12.4% | -40.6% |
| 5Y | -92.9% | -33.5% | -59.4% | -92.7% |
| All | -78.3% | +25.4% | -103.7% | -79.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling