-36.7%
MTZ vs SN
+44.4%
-81.1%
-45.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.0% | +3.2% | +2.2% |
| 7D | -1.6% | -9.3% | +7.8% | -1.0% |
| 30D | -11.1% | -4.8% | -6.3% | -11.0% |
| 3M | -36.7% | +40.4% | -77.1% | -37.5% |
| All | -36.7% | +44.4% | -81.1% | -37.5% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling