-11.5%
MTZ vs SNAP
-42.2%
+30.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.6% | +12.1% | +9.7% |
| 7D | -6.4% | -7.1% | +0.7% | -6.1% |
| 30D | -22.1% | -14.6% | -7.4% | -21.4% |
| 3M | -32.7% | -5.0% | -27.7% | -33.0% |
| 6M | -59.8% | -18.8% | -41.0% | -58.8% |
| YTD | -19.9% | -38.5% | +18.6% | -15.3% |
| 1Y | -11.5% | -38.1% | +26.6% | -6.7% |
| All | -11.5% | -42.2% | +30.7% | -6.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling