-11.3%
SNPS vs MPC
+188.2%
-199.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -0.1% | -1.4% | -1.5% |
| 7D | -0.6% | -8.8% | +8.2% | +0.9% |
| 30D | -9.8% | -14.4% | +4.6% | -7.6% |
| 3M | +11.7% | +21.9% | -10.2% | +6.5% |
| 6M | -10.9% | +60.1% | -71.1% | -20.3% |
| YTD | -2.1% | +142.3% | -144.4% | -22.3% |
| 1Y | +14.8% | +101.7% | -86.9% | -4.0% |
| 3Y | -11.3% | +184.8% | -196.1% | -32.0% |
| All | -11.3% | +188.2% | -199.6% | -32.0% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling