-92.7%
SNAP vs MKC
-33.2%
-59.4%
-95.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -0.3% | -0.4% | -0.7% |
| 7D | +1.5% | -4.3% | +5.8% | +1.7% |
| 30D | +1.9% | -2.0% | +3.9% | +1.9% |
| 3M | -3.9% | +10.0% | -13.9% | -4.3% |
| 6M | +5.2% | -18.5% | +23.8% | +6.7% |
| YTD | -32.7% | -22.4% | -10.3% | -31.5% |
| 1Y | -24.8% | -23.6% | -1.2% | -23.3% |
| 3Y | -42.2% | -30.4% | -11.7% | -41.4% |
| 5Y | -92.7% | -34.2% | -58.5% | -92.8% |
| All | -92.7% | -33.2% | -59.4% | -92.8% |
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