+4,437.1%
SNDK vs MCO
-7.0%
+4,444.1%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +1.6% | -5.1% | -3.8% |
| 7D | -6.1% | -3.8% | -2.4% | -5.5% |
| 30D | +21.5% | -0.4% | +21.9% | +21.1% |
| 3M | -13.2% | +7.7% | -20.9% | -18.3% |
| 6M | +149.2% | +7.0% | +142.2% | +133.9% |
| YTD | +588.1% | -6.4% | +594.5% | +601.2% |
| 1Y | +1,837.5% | -7.6% | +1,845.2% | +1,891.1% |
| All | +4,437.1% | -7.0% | +4,444.1% | +4,746.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling