+645.9%
SNPS vs MPC
+1,111.6%
-465.7%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -4.1% |
| 7D | -10.2% | -12.8% | +2.6% | -7.8% |
| 30D | -12.8% | -12.7% | -0.1% | -10.7% |
| 3M | +9.9% | +27.1% | -17.2% | +3.7% |
| 6M | -12.4% | +45.8% | -58.2% | -20.0% |
| YTD | -6.3% | +134.7% | -141.0% | -23.4% |
| 1Y | +7.6% | +106.0% | -98.4% | -9.7% |
| 3Y | -9.8% | +165.5% | -175.3% | -29.4% |
| 5Y | +29.2% | +540.9% | -511.7% | -17.5% |
| All | +645.9% | +1,111.6% | -465.7% | +324.6% |
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