+3,338.0%
SNPS vs MCK
+6,898.6%
-3,560.6%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCK | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +0.3% | 0.0% | +0.2% |
| 7D | -5.5% | -3.6% | -1.9% | -4.7% |
| 30D | -4.5% | +1.4% | -5.9% | -4.9% |
| 3M | -15.5% | +13.8% | -29.3% | -18.2% |
| 6M | -10.1% | -5.2% | -4.9% | -9.6% |
| YTD | -16.3% | +9.0% | -25.3% | -18.9% |
| 1Y | -34.9% | +26.9% | -61.8% | -39.5% |
| 3Y | -14.4% | +114.7% | -129.1% | -30.6% |
| 5Y | +17.9% | +347.1% | -329.2% | -20.7% |
| 10Y | +574.2% | +446.4% | +127.9% | +312.8% |
| All | +3,338.0% | +6,898.6% | -3,560.6% | +745.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling