+428.1%
SNPS vs MDB
+823.0%
-394.9%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -7.2% | +2.4% | -3.0% |
| 7D | -10.2% | -20.9% | +10.7% | -4.6% |
| 30D | -12.8% | -15.6% | +2.7% | -9.1% |
| 3M | +9.9% | -19.1% | +28.9% | +14.3% |
| 6M | -12.4% | +14.2% | -26.6% | -18.4% |
| YTD | -6.3% | -27.4% | +21.2% | -3.1% |
| 1Y | +7.6% | -13.0% | +20.7% | +5.3% |
| 3Y | -9.8% | -11.2% | +1.5% | -19.3% |
| 5Y | +29.2% | -45.2% | +74.4% | +17.4% |
| All | +428.1% | +823.0% | -394.9% | +155.6% |
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