+572.1%
SNPS vs MTZ
+743.7%
-171.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.8% |
| 7D | -4.6% | 0.0% | -4.6% | -4.7% |
| 30D | -3.3% | -14.8% | +11.5% | 0.0% |
| 3M | -13.8% | -30.8% | +17.0% | -8.0% |
| 6M | -8.2% | -22.6% | +14.4% | -5.2% |
| YTD | -15.4% | +6.8% | -22.3% | -19.5% |
| 1Y | +2.4% | +22.1% | -19.7% | -5.5% |
| 3Y | -13.5% | +153.1% | -166.6% | -35.2% |
| 5Y | +19.5% | +161.4% | -142.0% | -13.2% |
| All | +572.1% | +743.7% | -171.6% | +263.9% |
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