+17.9%
SNPS vs MTZ
+162.0%
-144.1%
-42.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -2.2% | +2.5% | +0.9% |
| 7D | -5.5% | +2.3% | -7.7% | -6.1% |
| 30D | -4.5% | -10.3% | +5.8% | -1.9% |
| 3M | -15.5% | -31.8% | +16.3% | -8.5% |
| 6M | -10.1% | -19.2% | +9.1% | -8.2% |
| YTD | -16.3% | +10.7% | -27.0% | -22.7% |
| 1Y | -34.9% | +37.5% | -72.5% | -44.5% |
| 3Y | -14.4% | +162.4% | -176.7% | -41.1% |
| 5Y | +17.9% | +166.3% | -148.4% | -23.7% |
| All | +17.9% | +162.0% | -144.1% | -23.7% |
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