+17.9%
SNPS vs MKC
-34.7%
+52.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -0.8% | +1.1% | +0.3% |
| 7D | -5.5% | -4.3% | -1.2% | -5.3% |
| 30D | -4.5% | -3.1% | -1.4% | -4.4% |
| 3M | -15.5% | +6.8% | -22.3% | -15.8% |
| 6M | -10.1% | -18.3% | +8.3% | -8.7% |
| YTD | -16.3% | -23.1% | +6.8% | -14.6% |
| 1Y | -34.9% | -23.7% | -11.3% | -33.5% |
| 3Y | -14.4% | -31.0% | +16.6% | -11.3% |
| 5Y | +17.9% | -33.5% | +51.4% | +19.0% |
| All | +17.9% | -34.7% | +52.6% | +19.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling