+5,390.4%
MCD vs SNPS
+6,079.8%
-689.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -4.9% | +4.1% | -0.2% |
| 7D | +8.0% | -10.2% | +18.2% | +9.3% |
| 30D | +19.6% | -12.8% | +32.5% | +21.3% |
| 3M | +2.2% | +9.9% | -7.7% | +0.5% |
| 6M | -1.1% | -12.4% | +11.2% | -0.4% |
| YTD | -7.2% | -6.3% | -1.0% | -7.8% |
| 1Y | -6.7% | +7.6% | -14.3% | -8.9% |
| 3Y | +11.6% | -9.8% | +21.4% | +7.7% |
| 5Y | +22.6% | +29.2% | -6.6% | +11.6% |
| 10Y | +218.4% | +663.8% | -445.4% | +133.5% |
| All | +5,390.4% | +6,079.8% | -689.4% | +3,025.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling