+133.1%
SNPS vs MP
+257.7%
-124.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +4.9% | -2.6% | +1.6% |
| 7D | -3.7% | -10.5% | +6.8% | -2.2% |
| 30D | -10.4% | -23.5% | +13.2% | -7.0% |
| 3M | +11.0% | -25.4% | +36.4% | +15.2% |
| 6M | -10.7% | -51.3% | +40.6% | -2.3% |
| YTD | -4.1% | -29.9% | +25.8% | -1.1% |
| 1Y | +13.7% | -31.8% | +45.6% | +17.0% |
| 3Y | -8.1% | +127.0% | -135.0% | -27.2% |
| 5Y | +32.2% | -3.3% | +35.5% | +18.0% |
| All | +133.1% | +257.7% | -124.6% | +98.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 10y: compounded portfolio wealth divided by compounded MP 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…
10y analysis · Full analysis span regression · 6 months rolling