-3.9%
MCD vs SNPS
+6.4%
-10.4%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +6.5% | 0.0% | +6.5% | +6.5% |
| 7D | +11.9% | -3.9% | +15.8% | +11.5% |
| 30D | +20.2% | -5.2% | +25.5% | +19.8% |
| 3M | +5.2% | +14.6% | -9.5% | +6.7% |
| 6M | 0.0% | -6.9% | +7.0% | -0.4% |
| YTD | -6.5% | -1.4% | -5.1% | -6.5% |
| 1Y | -3.9% | +11.2% | -15.1% | -2.2% |
| All | -3.9% | +6.4% | -10.4% | -2.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SNPS.
Daily Out/Under-Performance
Portfolio return minus SNPS return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNPS 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 SNPS 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