+557.2%
SNPS vs MPC
+1,119.4%
-562.3%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +0.3% | -5.7% | -5.5% |
| 7D | -11.0% | +5.4% | -16.5% | -12.0% |
| 30D | -1.7% | +31.0% | -32.7% | -7.4% |
| 3M | -20.4% | +46.0% | -66.4% | -26.9% |
| 6M | -8.6% | +77.3% | -85.9% | -20.0% |
| YTD | -16.2% | +141.9% | -158.1% | -31.7% |
| 1Y | -34.6% | +120.9% | -155.5% | -45.7% |
| 3Y | -14.5% | +182.7% | -197.1% | -33.8% |
| 5Y | +17.0% | +646.4% | -629.4% | -27.7% |
| All | +557.2% | +1,119.4% | -562.3% | +244.8% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling