+663.1%
SNPS vs MPC
+1,096.9%
-433.8%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | -1.2% | +3.5% | +2.6% |
| 7D | -3.7% | -16.2% | +12.5% | -0.2% |
| 30D | -10.4% | -15.7% | +5.3% | -7.5% |
| 3M | +11.0% | +24.9% | -13.9% | +5.1% |
| 6M | -10.7% | +52.7% | -63.3% | -19.2% |
| YTD | -4.1% | +131.9% | -136.0% | -21.5% |
| 1Y | +13.7% | +96.6% | -82.9% | -3.6% |
| 3Y | -8.1% | +163.8% | -171.8% | -28.0% |
| 5Y | +32.2% | +533.1% | -500.9% | -15.4% |
| All | +663.1% | +1,096.9% | -433.8% | +335.5% |
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