+272.5%
SNDK vs MCO
+6.7%
+265.7%
-65.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -22.3% | -2.5% | -19.8% | -23.6% |
| 7D | -39.4% | +5.4% | -44.8% | -37.2% |
| 30D | -51.4% | +13.9% | -65.4% | -47.4% |
| 3M | -40.3% | +6.7% | -47.0% | -37.5% |
| 6M | -42.7% | +13.9% | -56.5% | -37.9% |
| YTD | +239.7% | +1.6% | +238.2% | +261.5% |
| 1Y | +272.5% | +6.9% | +265.6% | +301.1% |
| All | +272.5% | +6.7% | +265.7% | +301.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 1y: compounded portfolio wealth divided by compounded MCO 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…
1y analysis · Full analysis span regression · 6 months rolling