+70.1%
MDT vs SNPS
+635.4%
-565.3%
-45.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +2.1% |
| 7D | +1.0% | +1.1% | 0.0% | +0.9% |
| 30D | +9.2% | -5.2% | +14.3% | +9.9% |
| 3M | +14.5% | +10.6% | +3.9% | +11.4% |
| 6M | +37.3% | -10.6% | +47.9% | +38.4% |
| YTD | +9.8% | -3.1% | +12.9% | +8.0% |
| 1Y | +10.5% | +15.6% | -5.0% | +4.5% |
| 3Y | +57.4% | -12.9% | +70.4% | +46.9% |
| 5Y | +1.2% | +31.2% | -30.0% | -20.6% |
| All | +70.1% | +635.4% | -565.3% | -34.7% |
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 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