-10.1%
SNPS vs MPC
+163.4%
-173.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -4.2% |
| 7D | -10.2% | -12.8% | +2.6% | -8.2% |
| 30D | -12.8% | -12.7% | -0.1% | -11.1% |
| 3M | +9.9% | +27.1% | -17.2% | +3.8% |
| 6M | -12.4% | +45.8% | -58.2% | -20.0% |
| YTD | -6.3% | +134.7% | -141.0% | -25.0% |
| 1Y | +7.6% | +106.0% | -98.4% | -10.9% |
| All | -10.1% | +163.4% | -173.5% | -30.0% |
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