+496.0%
MTZ vs SNAP
-77.2%
+573.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SNAP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.0% | +6.1% | +2.6% |
| 7D | -1.6% | +0.7% | -2.3% | -1.7% |
| 30D | -11.1% | +2.6% | -13.7% | -11.7% |
| 3M | -36.7% | -9.9% | -26.8% | -36.3% |
| 6M | -21.9% | +1.9% | -23.8% | -23.2% |
| YTD | +9.1% | -32.2% | +41.3% | +12.9% |
| 1Y | +30.0% | -22.8% | +52.8% | +31.7% |
| 3Y | +138.5% | -47.6% | +186.1% | +144.8% |
| 5Y | +158.3% | -92.7% | +251.1% | +203.6% |
| All | +496.0% | -77.2% | +573.2% | +416.0% |
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