-10.1%
SNPS vs MP
+104.2%
-114.4%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.0% | +1.2% | -4.2% |
| 7D | -10.2% | -19.0% | +8.8% | -7.9% |
| 30D | -12.8% | -30.5% | +17.6% | -9.2% |
| 3M | +9.9% | -29.6% | +39.4% | +14.1% |
| 6M | -12.4% | -50.4% | +38.0% | -6.0% |
| YTD | -6.3% | -33.2% | +27.0% | -3.0% |
| 1Y | +7.6% | -38.6% | +46.2% | +11.8% |
| All | -10.1% | +104.2% | -114.4% | -23.5% |
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