-11.6%
SNPS vs MTZ
+284.0%
-295.6%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -0.6% |
| 7D | -0.2% | +12.9% | -13.0% | -3.1% |
| 30D | -8.0% | -8.5% | +0.5% | -6.7% |
| 3M | +12.5% | -30.6% | +43.1% | +21.5% |
| 6M | -10.5% | -55.1% | +44.6% | +6.5% |
| YTD | -1.6% | -13.0% | +11.4% | -5.8% |
| 1Y | +16.8% | -4.3% | +21.1% | +8.6% |
| All | -11.6% | +284.0% | -295.6% | -41.4% |
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 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