+4,901.1%
SNPS vs MKC
+1,578.3%
+3,322.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | -1.0% | -4.4% | -5.1% |
| 7D | -11.0% | -5.9% | -5.1% | -9.5% |
| 30D | -1.7% | -0.9% | -0.9% | -1.7% |
| 3M | -20.4% | +12.7% | -33.1% | -23.3% |
| 6M | -8.6% | -19.3% | +10.7% | -4.0% |
| YTD | -16.2% | -22.2% | +6.0% | -11.5% |
| 1Y | -34.6% | -23.3% | -11.2% | -30.7% |
| 3Y | -14.5% | -30.0% | +15.5% | -8.8% |
| 5Y | +17.0% | -33.8% | +50.8% | +24.9% |
| 10Y | +560.0% | +24.4% | +535.6% | +474.0% |
| All | +4,901.1% | +1,578.3% | +3,322.9% | +2,078.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling