+660.9%
SNPS vs MPC
+1,171.2%
-510.2%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +0.4% | -2.1% | -1.7% |
| 7D | +1.1% | +11.2% | -10.2% | -1.1% |
| 30D | -5.2% | -14.5% | +9.3% | -2.3% |
| 3M | +10.6% | +16.7% | -6.1% | +6.4% |
| 6M | -10.6% | +67.6% | -78.2% | -20.7% |
| YTD | -3.1% | +157.9% | -161.0% | -22.4% |
| 1Y | +15.6% | +116.7% | -101.1% | -4.0% |
| 3Y | -12.9% | +199.8% | -212.7% | -33.6% |
| 5Y | +31.2% | +604.4% | -573.2% | -18.0% |
| All | +660.9% | +1,171.2% | -510.2% | +319.2% |
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 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