+448.0%
SNXX vs MP
-14.6%
+462.5%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.8% | -1.9% | +4.7% | +5.4% |
| 7D | +27.3% | -0.7% | +28.0% | +28.7% |
| 30D | +89.3% | -0.7% | +89.9% | +89.5% |
| 3M | -29.6% | 0.0% | -29.6% | -24.8% |
| 6M | +324.4% | -10.0% | +334.4% | +382.7% |
| All | +448.0% | -14.6% | +462.5% | +554.6% |
Cumulative growth
Daily Returns
Daily percentage return beside MP.
Daily Out/Under-Performance
Portfolio return minus MP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MP 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 MP 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