-6.0%
MTZ vs SN
+143.5%
-149.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.9% | +5.6% | +8.0% |
| 7D | -2.4% | +7.6% | -10.1% | -3.9% |
| 30D | -11.1% | +24.1% | -35.2% | -15.3% |
| 3M | -30.6% | +23.7% | -54.3% | -34.0% |
| 6M | -54.4% | +105.5% | -159.9% | -63.2% |
| YTD | -13.0% | +105.1% | -118.1% | -30.8% |
| All | -6.0% | +143.5% | -149.5% | -28.7% |
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