+1,618.7%
SNPS vs MXL
+270.5%
+1,348.2%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MXL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +6.0% | -6.5% | -1.6% |
| 7D | -5.5% | +15.5% | -21.0% | -8.3% |
| 30D | -5.8% | -11.3% | +5.5% | -4.2% |
| 3M | -17.2% | -16.1% | -1.1% | -18.3% |
| 6M | -10.4% | +323.0% | -333.4% | -41.9% |
| YTD | -16.5% | +281.5% | -298.1% | -44.9% |
| 1Y | -35.6% | +319.3% | -354.9% | -58.6% |
| 3Y | -14.6% | +189.4% | -204.0% | -46.2% |
| 5Y | +16.5% | +26.0% | -9.5% | -15.8% |
| 10Y | +556.6% | +243.5% | +313.1% | +265.7% |
| All | +1,618.7% | +270.5% | +1,348.2% | +747.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling