-3.8%
MTZ vs SAN
+12.6%
-16.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.4% |
| 7D | +5.0% | +4.0% | +1.0% | +4.0% |
| 30D | -6.0% | -7.8% | +1.8% | -3.2% |
| 3M | -36.1% | -16.4% | -19.8% | -32.0% |
| 6M | -56.9% | +3.5% | -60.4% | -57.2% |
| YTD | -15.9% | +6.7% | -22.6% | -20.7% |
| 1Y | -3.8% | +14.5% | -18.3% | -11.7% |
| All | -3.8% | +12.6% | -16.5% | -11.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling