+32.1%
SNOW vs MTZ
+477.6%
-445.5%
-73.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.4% |
| 7D | +4.9% | +3.6% | +1.4% | +3.9% |
| 30D | +1.5% | -9.6% | +11.2% | +3.8% |
| 3M | +39.5% | -31.9% | +71.5% | +50.3% |
| 6M | +85.9% | -13.8% | +99.7% | +82.6% |
| YTD | +52.9% | +13.3% | +39.7% | +37.3% |
| 1Y | +48.1% | +39.3% | +8.8% | +24.1% |
| 3Y | +102.2% | +168.3% | -66.2% | +35.5% |
| 5Y | +5.5% | +166.4% | -160.9% | -32.3% |
| All | +32.1% | +477.6% | -445.5% | -20.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling