+57.2%
MTZ vs SN
+650.0%
-592.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.3% |
| 7D | +16.5% | +1.4% | +15.1% | +16.1% |
| 30D | -10.2% | +16.6% | -26.8% | -14.5% |
| 3M | -34.2% | +18.3% | -52.4% | -37.8% |
| 6M | -56.0% | +103.1% | -159.0% | -65.4% |
| YTD | -14.8% | +96.7% | -111.6% | -32.9% |
| 1Y | -7.2% | +134.3% | -141.6% | -31.0% |
| 3Y | +275.8% | +425.2% | -149.5% | +126.6% |
| All | +57.2% | +650.0% | -592.8% | -5.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling