+31.7%
SNPS vs MDB
-41.3%
+73.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.6% | 0.0% | -1.2% |
| 7D | +1.1% | +6.8% | -5.8% | -0.6% |
| 30D | -5.2% | -6.2% | +1.0% | -3.8% |
| 3M | +10.6% | -29.2% | +39.8% | +19.2% |
| 6M | -10.6% | +10.3% | -20.9% | -15.6% |
| YTD | -3.1% | -20.4% | +17.3% | -2.1% |
| 1Y | +15.6% | -4.8% | +20.4% | +10.7% |
| 3Y | -12.9% | -11.6% | -1.4% | -21.5% |
| All | +31.7% | -41.3% | +73.0% | +22.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling