+572.1%
SNPS vs MKC
+29.3%
+542.8%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -0.7% | +1.7% | +1.2% |
| 7D | -4.6% | -2.8% | -1.8% | -4.0% |
| 30D | -3.3% | -3.4% | 0.0% | -2.7% |
| 3M | -13.8% | +3.8% | -17.5% | -14.9% |
| 6M | -8.2% | -17.9% | +9.7% | -4.2% |
| YTD | -15.4% | -23.6% | +8.2% | -10.5% |
| 1Y | +2.4% | -23.1% | +25.5% | +7.8% |
| 3Y | -13.5% | -31.5% | +18.0% | -7.0% |
| 5Y | +19.5% | -33.1% | +52.5% | +26.3% |
| All | +572.1% | +29.3% | +542.8% | +489.5% |
Cumulative growth
Daily Returns
Daily percentage return beside MKC.
Daily Out/Under-Performance
Portfolio return minus MKC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKC 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 10y: compounded portfolio wealth divided by compounded MKC 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…
10y analysis · Full analysis span regression · 6 months rolling