+375.3%
MTZ vs SNAP
-77.7%
+453.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +6.8% | -2.2% | +3.7% |
| 7D | +12.9% | -9.8% | +22.7% | +14.3% |
| 30D | -8.5% | -18.2% | +9.7% | -6.5% |
| 3M | -30.6% | -3.1% | -27.5% | -30.9% |
| 6M | -55.1% | -7.1% | -48.0% | -55.3% |
| YTD | -13.0% | -33.8% | +20.9% | -10.2% |
| 1Y | -4.3% | -39.0% | +34.8% | -0.1% |
| 3Y | +284.0% | -52.8% | +336.9% | +297.6% |
| 5Y | +97.7% | -90.0% | +187.6% | +124.3% |
| All | +375.3% | -77.7% | +453.1% | +310.8% |
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