+5,680.3%
SNPS vs MKC
+1,429.4%
+4,250.9%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +1.2% | -2.8% | -1.9% |
| 7D | +1.1% | -3.0% | +4.0% | +1.8% |
| 30D | -5.2% | +4.8% | -10.0% | -6.7% |
| 3M | +10.6% | -12.8% | +23.4% | +13.7% |
| 6M | -10.6% | +5.0% | -15.6% | -13.0% |
| YTD | -3.1% | -29.1% | +26.0% | +4.2% |
| 1Y | +15.6% | -26.4% | +41.9% | +22.7% |
| 3Y | -12.9% | -21.6% | +8.7% | -11.0% |
| 5Y | +31.2% | -35.2% | +66.4% | +39.5% |
| 10Y | +663.4% | +25.6% | +637.7% | +556.2% |
| All | +5,680.3% | +1,429.4% | +4,250.9% | +2,463.1% |
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