+30.0%
MTZ vs SN
+46.4%
-16.4%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.4% |
| 7D | -1.6% | -9.3% | +7.8% | +0.9% |
| 30D | -11.1% | -4.8% | -6.3% | -10.1% |
| 3M | -36.7% | +40.4% | -77.1% | -43.5% |
| 6M | -21.9% | +50.9% | -72.9% | -32.7% |
| YTD | +9.1% | +54.9% | -45.8% | -7.2% |
| 1Y | +30.0% | +43.0% | -13.1% | +14.4% |
| All | +30.0% | +46.4% | -16.4% | +14.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SN.
Daily Out/Under-Performance
Portfolio return minus SN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SN 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 1y: compounded portfolio wealth divided by compounded SN 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…
1y analysis · Full analysis span regression · 6 months rolling