-12.9%
SNPS vs MDB
-11.2%
-1.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +1.1% | +6.8% | -5.8% | -0.4% |
| 30D | -5.2% | -6.2% | +1.0% | -3.9% |
| 3M | +10.6% | -29.2% | +39.8% | +18.0% |
| 6M | -10.6% | +10.3% | -20.9% | -14.7% |
| YTD | -3.1% | -20.4% | +17.3% | -1.9% |
| 1Y | +15.6% | -4.8% | +20.4% | +11.8% |
| 3Y | -12.9% | -11.6% | -1.4% | -18.4% |
| All | -12.9% | -11.2% | -1.7% | -18.4% |
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