+35.8%
SNPS vs MPC
+586.3%
-550.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +3.4% | -2.9% | -0.2% |
| 7D | -0.2% | +2.6% | -2.8% | -0.7% |
| 30D | -8.0% | -12.2% | +4.2% | -5.9% |
| 3M | +12.5% | +20.1% | -7.6% | +7.4% |
| 6M | -10.5% | +60.6% | -71.1% | -20.3% |
| YTD | -1.6% | +150.6% | -152.2% | -22.4% |
| 1Y | +16.8% | +104.7% | -87.8% | -2.9% |
| 3Y | -10.9% | +194.5% | -205.4% | -34.1% |
| 5Y | +35.8% | +582.3% | -546.5% | -20.4% |
| All | +35.8% | +586.3% | -550.6% | -20.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling