+57.4%
MDT vs SNPS
-11.8%
+69.3%
-28.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | -1.6% | +3.5% | +1.9% |
| 7D | +1.0% | +1.1% | 0.0% | +1.0% |
| 30D | +9.2% | -5.2% | +14.3% | +9.3% |
| 3M | +14.5% | +10.6% | +3.9% | +14.2% |
| 6M | +37.3% | -10.6% | +47.9% | +37.9% |
| YTD | +9.8% | -3.1% | +12.9% | +9.7% |
| 1Y | +10.5% | +15.6% | -5.0% | +9.3% |
| 3Y | +57.4% | -12.9% | +70.4% | +53.8% |
| All | +57.4% | -11.8% | +69.3% | +53.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling