+127.8%
SNPS vs MP
+240.8%
-113.0%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -6.0% | +1.2% | -4.0% |
| 7D | -10.2% | -19.0% | +8.8% | -7.5% |
| 30D | -12.8% | -30.5% | +17.6% | -8.4% |
| 3M | +9.9% | -29.6% | +39.4% | +15.0% |
| 6M | -12.4% | -50.4% | +38.0% | -4.4% |
| YTD | -6.3% | -33.2% | +27.0% | -2.7% |
| 1Y | +7.6% | -38.6% | +46.2% | +12.3% |
| 3Y | -9.8% | +105.5% | -115.2% | -27.5% |
| 5Y | +29.2% | -7.8% | +37.1% | +16.2% |
| All | +127.8% | +240.8% | -113.0% | +95.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling