-78.5%
SNAP vs MKC
+15.6%
-94.1%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +1.2% | -0.4% | +0.6% |
| 7D | +6.0% | -3.0% | +9.0% | +6.5% |
| 30D | -13.8% | +4.8% | -18.6% | -14.3% |
| 3M | -0.8% | -12.8% | +12.1% | +1.2% |
| 6M | -6.2% | +5.0% | -11.3% | -7.2% |
| YTD | -34.8% | -29.1% | -5.8% | -31.5% |
| 1Y | -38.7% | -26.4% | -12.3% | -36.2% |
| 3Y | -53.5% | -21.6% | -31.8% | -52.5% |
| 5Y | -90.2% | -35.2% | -55.0% | -89.9% |
| All | -78.5% | +15.6% | -94.1% | -79.3% |
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