+258.1%
MTZ vs SN
+397.9%
-139.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +2.7% | +6.9% | +8.6% |
| 7D | -6.4% | +7.2% | -13.6% | -8.7% |
| 30D | -22.1% | +20.4% | -42.4% | -27.2% |
| 3M | -32.7% | +23.9% | -56.6% | -38.0% |
| 6M | -59.8% | +93.0% | -152.9% | -69.0% |
| YTD | -19.9% | +99.2% | -119.1% | -39.5% |
| 1Y | -11.5% | +142.6% | -154.1% | -38.1% |
| 3Y | +258.1% | +398.8% | -140.7% | +83.7% |
| All | +258.1% | +397.9% | -139.8% | +83.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling