-91.0%
SNAP vs MKC
-32.7%
-58.3%
-92.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.6% | -3.3% | +0.8% | -2.4% |
| 7D | -7.1% | +2.3% | -9.5% | -7.2% |
| 30D | -14.6% | +8.1% | -22.7% | -14.9% |
| 3M | -5.0% | -6.4% | +1.5% | -4.7% |
| 6M | -18.8% | +1.8% | -20.6% | -18.9% |
| YTD | -38.5% | -26.9% | -11.7% | -37.3% |
| 1Y | -38.1% | -21.7% | -16.4% | -37.4% |
| 3Y | -53.8% | -18.7% | -35.0% | -53.3% |
| All | -91.0% | -32.7% | -58.3% | -90.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling