+148.1%
MTZ vs SNAP
-46.7%
+194.8%
-50.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +2.9% |
| 7D | -1.6% | +0.7% | -2.3% | -1.8% |
| 30D | -11.1% | +2.6% | -13.7% | -12.0% |
| 3M | -36.7% | -9.9% | -26.8% | -36.0% |
| 6M | -21.9% | +1.9% | -23.8% | -23.9% |
| YTD | +9.1% | -32.2% | +41.3% | +15.5% |
| 1Y | +30.0% | -22.8% | +52.8% | +32.8% |
| All | +148.1% | -46.7% | +194.8% | +117.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling