+33.2%
SNPS vs MKC
-35.3%
+68.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +0.5% | 0.0% | +0.5% |
| 7D | -0.2% | -7.0% | +6.8% | -0.3% |
| 30D | -8.0% | +4.1% | -12.1% | -8.0% |
| 3M | +12.5% | -10.3% | +22.8% | +12.9% |
| 6M | -10.5% | +1.7% | -12.2% | -10.6% |
| YTD | -1.6% | -29.1% | +27.5% | +0.6% |
| 1Y | +16.8% | -26.0% | +42.8% | +18.8% |
| 3Y | -10.9% | -21.5% | +10.5% | -11.1% |
| All | +33.2% | -35.3% | +68.5% | +38.4% |
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