+370.2%
SNPS vs MDB
+978.8%
-608.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-08 to 2026-09-08.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.5% | +3.0% | +0.4% |
| 7D | -5.5% | -18.0% | +12.5% | -0.8% |
| 30D | -5.8% | -10.7% | +5.0% | -3.4% |
| 3M | -17.2% | +1.0% | -18.2% | -18.4% |
| 6M | -10.4% | +31.6% | -42.0% | -18.9% |
| YTD | -16.5% | -15.2% | -1.4% | -16.3% |
| 1Y | -35.6% | +10.1% | -45.8% | -40.3% |
| 3Y | -14.6% | -5.6% | -9.0% | -24.1% |
| 5Y | +16.5% | -24.5% | +41.0% | -2.0% |
| All | +370.2% | +978.8% | -608.6% | +120.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MDB.
Daily Out/Under-Performance
Portfolio return minus MDB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDB 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 2016-09-08 to 2026-09-08: compounded portfolio wealth divided by compounded MDB 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…
2016-09-08 to 2026-09-08 analysis · Full analysis span regression · 6 months rolling