+2,274.1%
MTZ vs SAN
+1,664.5%
+609.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -2.2% | +11.8% | +10.5% |
| 7D | -6.4% | +4.9% | -11.3% | -8.9% |
| 30D | -22.1% | -13.0% | -9.1% | -18.3% |
| 3M | -32.7% | -18.9% | -13.8% | -27.6% |
| 6M | -59.8% | -4.1% | -55.7% | -59.6% |
| YTD | -19.9% | +2.6% | -22.5% | -22.7% |
| 1Y | -11.5% | +16.9% | -28.4% | -19.2% |
| 3Y | +258.1% | +239.1% | +19.0% | +107.7% |
| 5Y | +85.5% | +266.8% | -181.3% | +0.6% |
| 10Y | +492.2% | +246.0% | +246.2% | +214.0% |
| All | +2,274.1% | +1,664.5% | +609.6% | +721.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling