-79.6%
SNAP vs MKC
+15.0%
-94.6%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -2.4% | +1.4% | -0.6% |
| 7D | -10.6% | -2.4% | -8.1% | -10.2% |
| 30D | -19.7% | +5.4% | -25.1% | -20.3% |
| 3M | -6.5% | -11.1% | +4.6% | -5.0% |
| 6M | -17.8% | -1.4% | -16.4% | -17.8% |
| YTD | -38.0% | -29.4% | -8.6% | -34.9% |
| 1Y | -42.5% | -24.7% | -17.7% | -40.4% |
| 3Y | -55.8% | -21.8% | -34.0% | -54.9% |
| 5Y | -90.5% | -36.0% | -54.5% | -90.2% |
| All | -79.6% | +15.0% | -94.6% | -80.4% |
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