+299.3%
MTZ vs SNAP
-78.8%
+378.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -14.0% | +8.8% | -3.4% |
| 7D | -10.6% | -10.4% | -0.2% | -9.6% |
| 30D | -30.4% | -11.9% | -18.4% | -29.5% |
| 3M | -40.4% | -4.5% | -35.9% | -40.6% |
| 6M | -63.7% | -16.7% | -47.0% | -63.3% |
| YTD | -26.9% | -36.9% | +10.0% | -24.0% |
| 1Y | -20.2% | -30.3% | +10.1% | -18.3% |
| 3Y | +208.1% | -52.5% | +260.7% | +219.0% |
| 5Y | +69.4% | -90.4% | +159.8% | +93.4% |
| All | +299.3% | -78.8% | +378.1% | +247.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling