+22.6%
MCD vs SNPS
+35.6%
-13.0%
-31.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +0.1% | -0.5% | -0.4% |
| 7D | -1.6% | +5.1% | -6.7% | -1.8% |
| 30D | +16.0% | -6.4% | +22.5% | +16.3% |
| 3M | 0.0% | +12.2% | -12.3% | -0.8% |
| 6M | +0.9% | -9.8% | +10.8% | +1.3% |
| YTD | -8.7% | -1.5% | -7.2% | -9.1% |
| 1Y | -8.6% | +16.0% | -24.6% | -10.2% |
| 3Y | +9.9% | -10.8% | +20.7% | +6.7% |
| 5Y | +22.6% | +33.3% | -10.7% | +8.9% |
| All | +22.6% | +35.6% | -13.0% | +8.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling