+29.6%
SNOW vs MTZ
+464.1%
-434.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.5% | -3.8% | -1.1% |
| 7D | -2.4% | +1.4% | -3.8% | -2.8% |
| 30D | -1.0% | -14.5% | +13.5% | +2.6% |
| 3M | +36.9% | -32.9% | +69.8% | +48.0% |
| 6M | +83.4% | -20.8% | +104.2% | +84.7% |
| YTD | +50.0% | +10.6% | +39.4% | +35.4% |
| 1Y | +46.5% | +27.1% | +19.4% | +26.3% |
| 3Y | +93.3% | +166.1% | -72.8% | +29.8% |
| 5Y | +3.3% | +170.7% | -167.4% | -33.4% |
| All | +29.6% | +464.1% | -434.5% | -21.4% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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