+4,949.0%
MCD vs SNPS
+5,427.6%
-478.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -5.4% | +3.9% | -0.9% |
| 7D | -2.8% | -11.0% | +8.2% | -1.6% |
| 30D | -6.0% | -1.7% | -4.3% | -6.1% |
| 3M | -5.6% | -20.4% | +14.8% | -3.5% |
| 6M | -21.9% | -8.6% | -13.2% | -21.6% |
| YTD | -14.7% | -16.2% | +1.5% | -13.8% |
| 1Y | -17.3% | -34.6% | +17.3% | -15.2% |
| 3Y | -2.2% | -14.5% | +12.3% | -4.8% |
| 5Y | +20.3% | +17.0% | +3.3% | +11.0% |
| 10Y | +180.7% | +560.0% | -379.3% | +109.9% |
| All | +4,949.0% | +5,427.6% | -478.5% | +2,820.7% |
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