+5,680.3%
SNPS vs MTZ
+6,614.4%
-934.1%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.4% |
| 7D | +1.1% | +5.0% | -3.9% | +0.3% |
| 30D | -5.2% | -6.0% | +0.9% | -4.6% |
| 3M | +10.6% | -36.1% | +46.7% | +17.5% |
| 6M | -10.6% | -56.9% | +46.3% | -0.4% |
| YTD | -3.1% | -15.9% | +12.8% | -2.6% |
| 1Y | +15.6% | -3.8% | +19.4% | +13.9% |
| 3Y | -12.9% | +272.3% | -285.2% | -30.8% |
| 5Y | +31.2% | +91.1% | -59.9% | +13.0% |
| 10Y | +663.4% | +426.0% | +237.4% | +443.4% |
| All | +5,680.3% | +6,614.4% | -934.1% | +2,368.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling