+95.0%
MTZ vs SAN
+294.0%
-199.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.5% |
| 7D | +5.0% | +4.0% | +1.0% | +3.4% |
| 30D | -6.0% | -7.8% | +1.8% | -3.4% |
| 3M | -36.1% | -16.4% | -19.8% | -31.7% |
| 6M | -56.9% | +3.5% | -60.4% | -58.0% |
| YTD | -15.9% | +6.7% | -22.6% | -20.4% |
| 1Y | -3.8% | +14.5% | -18.3% | -11.8% |
| 3Y | +272.3% | +243.5% | +28.7% | +109.0% |
| All | +95.0% | +294.0% | -199.0% | -5.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling