+444.4%
MTZ vs SAN
+275.0%
+169.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.6% | +5.2% | +4.9% |
| 7D | +12.9% | +3.4% | +9.5% | +11.0% |
| 30D | -8.5% | -6.3% | -2.3% | -6.5% |
| 3M | -30.6% | -14.1% | -16.5% | -26.2% |
| 6M | -55.1% | +4.2% | -59.3% | -56.7% |
| YTD | -13.0% | +9.0% | -22.0% | -19.3% |
| 1Y | -4.3% | +18.8% | -23.0% | -15.0% |
| 3Y | +284.0% | +252.0% | +32.0% | +92.0% |
| 5Y | +97.7% | +299.5% | -201.8% | -12.0% |
| 10Y | +444.4% | +276.7% | +167.8% | +128.4% |
| All | +444.4% | +275.0% | +169.4% | +128.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SAN.
Daily Out/Under-Performance
Portfolio return minus SAN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SAN 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 10y: compounded portfolio wealth divided by compounded SAN 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…
10y analysis · Full analysis span regression · 6 months rolling