-14.6%
SNPS vs MKC
-29.9%
+15.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -0.3% | -0.1% | -0.5% |
| 7D | -5.5% | -4.3% | -1.1% | -5.7% |
| 30D | -5.8% | -2.0% | -3.8% | -5.9% |
| 3M | -17.2% | +10.0% | -27.2% | -16.9% |
| 6M | -10.4% | -18.5% | +8.1% | -10.1% |
| YTD | -16.5% | -22.4% | +5.9% | -16.1% |
| 1Y | -35.6% | -23.6% | -12.0% | -35.1% |
| 3Y | -14.6% | -30.4% | +15.8% | -7.0% |
| All | -14.6% | -29.9% | +15.2% | -7.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling