+4,901.1%
SNPS vs MTZ
+8,613.1%
-3,712.0%
-60.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.4% | +2.1% | -7.5% | -5.7% |
| 7D | -11.0% | -1.6% | -9.4% | -10.8% |
| 30D | -1.7% | -11.1% | +9.3% | -0.1% |
| 3M | -20.4% | -36.7% | +16.4% | -15.7% |
| 6M | -8.6% | -21.9% | +13.3% | -6.5% |
| YTD | -16.2% | +9.1% | -25.3% | -18.6% |
| 1Y | -34.6% | +30.0% | -64.5% | -38.5% |
| 3Y | -14.5% | +138.5% | -152.9% | -27.6% |
| 5Y | +17.0% | +158.3% | -141.4% | -3.3% |
| 10Y | +560.0% | +700.8% | -140.7% | +343.9% |
| All | +4,901.1% | +8,613.1% | -3,712.0% | +1,964.3% |
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 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