+267.1%
MTZ vs SAN
+258.0%
+9.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.8% | -5.1% | -4.7% |
| 7D | -8.7% | +10.8% | -19.5% | -12.7% |
| 30D | -15.0% | -5.7% | -9.2% | -13.1% |
| 3M | -32.6% | -13.4% | -19.2% | -28.7% |
| 6M | -56.3% | +3.5% | -59.9% | -57.4% |
| YTD | -16.8% | +9.7% | -26.5% | -22.2% |
| 1Y | -10.0% | +20.9% | -30.9% | -19.8% |
| 3Y | +267.1% | +254.3% | +12.8% | +108.5% |
| All | +267.1% | +258.0% | +9.1% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling