+3,299.7%
SNPS vs MCO
+7,504.3%
-4,204.5%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MCO | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.5% | +2.0% | +0.5% |
| 7D | -5.5% | -2.7% | -2.8% | -4.5% |
| 30D | -5.8% | +0.9% | -6.7% | -6.2% |
| 3M | -17.2% | +8.7% | -25.9% | -20.1% |
| 6M | -10.4% | +2.4% | -12.8% | -11.6% |
| YTD | -16.5% | -5.2% | -11.4% | -15.5% |
| 1Y | -35.6% | -4.4% | -31.3% | -35.2% |
| 3Y | -14.6% | +45.1% | -59.7% | -25.9% |
| 5Y | +16.5% | +31.5% | -15.0% | +4.9% |
| 10Y | +556.6% | +380.7% | +175.8% | +296.0% |
| All | +3,299.7% | +7,504.3% | -4,204.5% | +639.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MCO.
Daily Out/Under-Performance
Portfolio return minus MCO return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MCO 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 MCO 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