-12.9%
SNPS vs MXL
+237.7%
-250.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -5.4% | +3.8% | -0.7% |
| 7D | +1.1% | +13.4% | -12.4% | -1.3% |
| 30D | -5.2% | -29.2% | +24.1% | -0.6% |
| 3M | +10.6% | -27.2% | +37.8% | +13.8% |
| 6M | -10.6% | -36.4% | +25.8% | -9.5% |
| YTD | -3.1% | +220.0% | -223.1% | -35.4% |
| 1Y | +15.6% | +304.8% | -289.2% | -27.3% |
| 3Y | -12.9% | +238.5% | -251.4% | -46.9% |
| All | -12.9% | +237.7% | -250.6% | -46.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MXL.
Daily Out/Under-Performance
Portfolio return minus MXL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MXL 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 MXL 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