+3,054.9%
MDT vs SNPS
+5,427.6%
-2,372.7%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNPS | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -5.4% | +6.5% | +2.0% |
| 7D | +3.2% | -11.0% | +14.2% | +5.0% |
| 30D | +9.5% | -1.7% | +11.3% | +9.4% |
| 3M | +16.0% | -20.4% | +36.3% | +19.4% |
| 6M | +0.2% | -8.6% | +8.8% | +0.5% |
| YTD | -0.3% | -16.2% | +15.9% | +1.0% |
| 1Y | +4.7% | -34.6% | +39.3% | +8.1% |
| 3Y | +26.5% | -14.5% | +41.0% | +22.2% |
| 5Y | -18.2% | +17.0% | -35.2% | -26.2% |
| 10Y | +40.0% | +560.0% | -520.0% | -4.7% |
| All | +3,054.9% | +5,427.6% | -2,372.7% | +1,244.2% |
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