-15.6%
SNPS vs MP
+154.2%
-169.9%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +1.4% | -6.8% | -5.6% |
| 7D | -11.0% | -2.9% | -8.2% | -10.7% |
| 30D | -1.7% | +13.8% | -15.6% | -3.2% |
| 3M | -20.4% | -16.7% | -3.7% | -19.1% |
| 6M | -8.6% | -11.5% | +2.9% | -8.3% |
| YTD | -16.2% | +7.9% | -24.1% | -17.7% |
| 1Y | -34.6% | -15.0% | -19.5% | -35.1% |
| All | -15.6% | +154.2% | -169.9% | -29.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling