-7.2%
MTZ vs SN
+136.6%
-143.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -3.0% | +0.8% | -1.5% |
| 7D | +16.5% | +1.4% | +15.1% | +16.3% |
| 30D | -10.2% | +16.6% | -26.8% | -13.2% |
| 3M | -34.2% | +18.3% | -52.4% | -36.7% |
| 6M | -56.0% | +103.1% | -159.0% | -64.4% |
| YTD | -14.8% | +96.7% | -111.6% | -31.5% |
| 1Y | -7.2% | +134.3% | -141.6% | -28.9% |
| All | -7.2% | +136.6% | -143.8% | -28.9% |
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