+337.4%
MTZ vs SNAP
-79.3%
+416.8%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.6% | +12.1% | +9.9% |
| 7D | -6.4% | -7.1% | +0.7% | -5.8% |
| 30D | -22.1% | -14.6% | -7.4% | -20.8% |
| 3M | -32.7% | -5.0% | -27.7% | -32.8% |
| 6M | -59.8% | -18.8% | -41.0% | -59.3% |
| YTD | -19.9% | -38.5% | +18.6% | -16.5% |
| 1Y | -11.5% | -38.1% | +26.6% | -7.9% |
| 3Y | +258.1% | -53.8% | +311.9% | +271.8% |
| 5Y | +85.5% | -90.7% | +176.2% | +112.4% |
| All | +337.4% | -79.3% | +416.8% | +281.5% |
Cumulative growth
Daily Returns
Daily percentage return beside SNAP.
Daily Out/Under-Performance
Portfolio return minus SNAP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNAP 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 10y: compounded portfolio wealth divided by compounded SNAP 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…
10y analysis · Full analysis span regression · 6 months rolling