-14.0%
SNPS vs MDB
-1.4%
-12.7%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -4.5% |
| 7D | -11.0% | -17.4% | +6.4% | -7.3% |
| 30D | -1.7% | -2.0% | +0.3% | -1.7% |
| 3M | -20.4% | -3.0% | -17.3% | -20.5% |
| 6M | -8.6% | +48.7% | -57.3% | -18.5% |
| YTD | -16.2% | -12.1% | -4.0% | -16.3% |
| 1Y | -34.6% | +14.5% | -49.1% | -39.1% |
| All | -14.0% | -1.4% | -12.7% | -20.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling