-14.9%
SNPS vs MXL
+209.6%
-224.4%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +7.5% | -7.2% | -0.9% |
| 7D | -5.5% | +19.0% | -24.5% | -8.3% |
| 30D | -4.5% | +4.5% | -9.0% | -5.7% |
| 3M | -15.5% | -1.5% | -14.0% | -18.8% |
| 6M | -10.1% | +348.6% | -358.7% | -41.9% |
| YTD | -16.3% | +310.3% | -326.6% | -45.0% |
| 1Y | -34.9% | +344.7% | -379.7% | -58.3% |
| All | -14.9% | +209.6% | -224.4% | -44.7% |
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