+1,636.9%
SNPS vs MPC
+2,885.5%
-1,248.5%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MPC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.9% | -3.9% | -1.0% | -4.1% |
| 7D | -10.2% | -12.8% | +2.6% | -7.7% |
| 30D | -12.8% | -12.7% | -0.1% | -10.7% |
| 3M | +9.9% | +27.1% | -17.2% | +3.8% |
| 6M | -12.4% | +45.8% | -58.2% | -19.9% |
| YTD | -6.3% | +134.7% | -141.0% | -23.2% |
| 1Y | +7.6% | +106.0% | -98.4% | -9.5% |
| 3Y | -9.8% | +165.5% | -175.3% | -29.1% |
| 5Y | +29.2% | +540.9% | -511.7% | -17.0% |
| 10Y | +663.8% | +1,133.6% | -469.9% | +290.9% |
| All | +1,636.9% | +2,885.5% | -1,248.5% | +542.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling