+211.3%
MCD vs SNPS
+702.6%
-491.4%
-36.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +3.7% | -1.9% | +1.3% |
| 7D | +5.9% | +0.2% | +5.8% | +5.9% |
| 30D | +19.6% | -8.4% | +28.1% | +21.0% |
| 3M | +3.3% | +12.3% | -9.0% | +0.8% |
| 6M | +3.5% | -9.6% | +13.1% | +4.1% |
| YTD | -6.1% | -0.6% | -5.5% | -7.7% |
| 1Y | -3.7% | +18.7% | -22.4% | -8.5% |
| 3Y | +13.4% | -7.6% | +20.9% | +5.3% |
| 5Y | +25.2% | +34.1% | -8.9% | +0.7% |
| 10Y | +211.3% | +691.2% | -480.0% | +39.1% |
| All | +211.3% | +702.6% | -491.4% | +39.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling