+372.3%
SNPS vs MDB
+1,017.4%
-645.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -4.1% | -1.3% | -4.3% |
| 7D | -11.0% | -17.4% | +6.4% | -6.7% |
| 30D | -1.7% | -2.0% | +0.3% | -1.7% |
| 3M | -20.4% | -3.0% | -17.3% | -20.6% |
| 6M | -8.6% | +48.7% | -57.3% | -19.9% |
| YTD | -16.2% | -12.1% | -4.0% | -16.7% |
| 1Y | -34.6% | +14.5% | -49.1% | -40.0% |
| 3Y | -14.5% | -6.1% | -8.3% | -23.8% |
| 5Y | +17.0% | -27.3% | +44.3% | -0.6% |
| All | +372.3% | +1,017.4% | -645.1% | +119.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling