-10.0%
MTZ vs SN
+140.3%
-150.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.0% | -4.1% |
| 7D | -8.7% | +7.6% | -16.3% | -10.1% |
| 30D | -15.0% | +22.4% | -37.4% | -18.8% |
| 3M | -32.6% | +21.7% | -54.3% | -35.6% |
| 6M | -56.3% | +102.8% | -159.2% | -64.7% |
| YTD | -16.8% | +102.4% | -119.2% | -33.7% |
| 1Y | -10.0% | +139.0% | -149.0% | -31.6% |
| All | -10.0% | +140.3% | -150.4% | -31.6% |
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