-14.9%
SNPS vs MTZ
+160.8%
-175.6%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.8% |
| 7D | -5.5% | +2.3% | -7.7% | -6.0% |
| 30D | -4.5% | -10.3% | +5.8% | -2.3% |
| 3M | -15.5% | -31.8% | +16.3% | -9.5% |
| 6M | -10.1% | -19.2% | +9.1% | -8.7% |
| YTD | -16.3% | +10.7% | -27.0% | -22.5% |
| 1Y | -34.9% | +37.5% | -72.5% | -43.8% |
| All | -14.9% | +160.8% | -175.6% | -35.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling