+2.4%
SNPS vs MTZ
+31.7%
-29.3%
-30.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | -3.5% | +4.5% | +1.6% |
| 7D | -4.6% | 0.0% | -4.6% | -4.7% |
| 30D | -3.3% | -14.8% | +11.5% | -0.6% |
| 3M | -13.8% | -30.8% | +17.0% | -9.9% |
| 6M | -8.2% | -22.6% | +14.4% | -10.2% |
| YTD | -15.4% | +6.8% | -22.3% | -30.6% |
| 1Y | +2.4% | +22.1% | -19.7% | -25.6% |
| All | +2.4% | +31.7% | -29.3% | -25.6% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling