+3,134.4%
MTZ vs SAN
+2,116.5%
+1,018.0%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.8% | +2.9% | +2.4% |
| 7D | -1.6% | +1.8% | -3.4% | -2.4% |
| 30D | -11.1% | +2.0% | -13.1% | -11.9% |
| 3M | -36.7% | +19.7% | -56.4% | -41.2% |
| 6M | -21.9% | +30.6% | -52.6% | -30.3% |
| YTD | +9.1% | +28.8% | -19.7% | -3.0% |
| 1Y | +30.0% | +57.8% | -27.8% | +6.2% |
| 3Y | +138.5% | +338.1% | -199.7% | +25.9% |
| 5Y | +158.3% | +384.2% | -225.9% | +26.3% |
| 10Y | +700.8% | +353.1% | +347.6% | +284.0% |
| All | +3,134.4% | +2,116.5% | +1,018.0% | +931.0% |
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