-29.2%
SNPS vs MULL
+2,481.0%
-2,510.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MULL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -3.0% | +2.6% | -0.1% |
| 7D | -5.5% | +14.0% | -19.5% | -6.9% |
| 30D | -5.8% | +24.8% | -30.6% | -8.5% |
| 3M | -17.2% | -16.1% | -1.1% | -20.2% |
| 6M | -10.4% | +330.9% | -341.3% | -35.0% |
| YTD | -16.5% | +545.0% | -561.5% | -44.6% |
| 1Y | -35.6% | +2,427.1% | -2,462.8% | -67.3% |
| All | -29.2% | +2,481.0% | -2,510.2% | -68.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling