+135.5%
SNPS vs MP
+291.5%
-156.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -2.1% |
| 7D | +1.1% | +9.5% | -8.4% | -0.3% |
| 30D | -5.2% | -3.0% | -2.2% | -4.8% |
| 3M | +10.6% | -30.4% | +40.9% | +15.9% |
| 6M | -10.6% | -39.2% | +28.6% | -5.2% |
| YTD | -3.1% | -23.3% | +20.2% | -1.4% |
| 1Y | +15.6% | -32.6% | +48.2% | +19.2% |
| 3Y | -12.9% | +159.3% | -172.2% | -32.4% |
| 5Y | +31.2% | -16.4% | +47.6% | +17.6% |
| All | +135.5% | +291.5% | -156.0% | +98.4% |
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