+11.2%
SNPS vs MPC
+122.9%
-111.7%
-31.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -8.1% | +8.1% | -0.6% |
| 7D | -3.9% | -10.9% | +7.0% | -4.7% |
| 30D | -5.2% | -9.4% | +4.2% | -5.9% |
| 3M | +14.6% | +26.0% | -11.3% | +16.4% |
| 6M | -6.9% | +56.5% | -63.5% | -4.0% |
| YTD | -1.4% | +144.3% | -145.7% | +10.0% |
| 1Y | +11.2% | +117.2% | -106.0% | +21.2% |
| All | +11.2% | +122.9% | -111.7% | +21.2% |
Cumulative growth
Daily Returns
Daily percentage return beside MPC.
Daily Out/Under-Performance
Portfolio return minus MPC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MPC 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 1y: compounded portfolio wealth divided by compounded MPC 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…
1y analysis · Full analysis span regression · 6 months rolling