+2,067.4%
MTZ vs SAN
+1,705.1%
+362.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SAN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.5% | -4.7% | -5.0% |
| 7D | -10.6% | +3.5% | -14.1% | -12.5% |
| 30D | -30.4% | -13.2% | -17.2% | -26.8% |
| 3M | -40.4% | -16.9% | -23.5% | -36.4% |
| 6M | -63.7% | +2.3% | -66.0% | -64.5% |
| YTD | -26.9% | +4.9% | -31.8% | -30.0% |
| 1Y | -20.2% | +20.4% | -40.6% | -27.9% |
| 3Y | +208.1% | +243.2% | -35.1% | +78.0% |
| 5Y | +69.4% | +275.3% | -205.9% | -8.9% |
| 10Y | +440.6% | +254.0% | +186.6% | +184.3% |
| All | +2,067.4% | +1,705.1% | +362.3% | +643.6% |
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