-10.1%
SNPS vs MDB
-12.3%
+2.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.2% | +2.4% | -3.3% |
| 7D | -10.2% | -20.9% | +10.7% | -5.4% |
| 30D | -12.8% | -15.6% | +2.7% | -9.6% |
| 3M | +9.9% | -19.1% | +28.9% | +13.8% |
| 6M | -12.4% | +14.2% | -26.6% | -17.3% |
| YTD | -6.3% | -27.4% | +21.2% | -3.1% |
| 1Y | +7.6% | -13.0% | +20.7% | +6.2% |
| All | -10.1% | -12.3% | +2.1% | -18.1% |
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