+33.2%
SNPS vs MTZ
+96.2%
-63.1%
-43.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +4.6% | -4.1% | -0.7% |
| 7D | -0.2% | +12.9% | -13.0% | -3.4% |
| 30D | -8.0% | -8.5% | +0.5% | -6.5% |
| 3M | +12.5% | -30.6% | +43.1% | +22.3% |
| 6M | -10.5% | -55.1% | +44.6% | +7.5% |
| YTD | -1.6% | -13.0% | +11.4% | -4.2% |
| 1Y | +16.8% | -4.3% | +21.1% | +10.5% |
| 3Y | -10.9% | +284.0% | -295.0% | -46.6% |
| All | +33.2% | +96.2% | -63.1% | -6.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling