+19.8%
SNPS vs MCK
+345.1%
-325.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +0.1% | 0.0% | +0.1% |
| 7D | +0.9% | -2.9% | +3.8% | +1.0% |
| 30D | -3.6% | +0.4% | -4.0% | -3.6% |
| 3M | -12.9% | +12.1% | -25.0% | -13.3% |
| 6M | -8.2% | -5.4% | -2.8% | -7.6% |
| YTD | -15.4% | +7.8% | -23.2% | -15.8% |
| 1Y | -9.3% | +22.9% | -32.2% | -11.5% |
| 3Y | -14.0% | +110.7% | -124.7% | -24.3% |
| All | +19.8% | +345.1% | -325.3% | -24.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MCK.
Daily Out/Under-Performance
Portfolio return minus MCK return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCK 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 5y: compounded portfolio wealth divided by compounded MCK 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…
5y analysis · Full analysis span regression · 6 months rolling