-28.2%
SNPS vs MULL
+2,366.2%
-2,394.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -9.3% | +10.4% | +2.0% |
| 7D | -4.6% | +3.6% | -8.2% | -5.2% |
| 30D | -3.3% | +22.0% | -25.4% | -6.0% |
| 3M | -13.8% | -8.6% | -5.1% | -18.0% |
| 6M | -8.2% | +248.5% | -256.7% | -31.4% |
| YTD | -15.4% | +516.3% | -531.7% | -43.7% |
| 1Y | +2.4% | +2,036.6% | -2,034.2% | -46.3% |
| All | -28.2% | +2,366.2% | -2,394.4% | -67.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MULL.
Daily Out/Under-Performance
Portfolio return minus MULL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MULL 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 MULL 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