+35.0%
MTZ vs SN
+639.7%
-604.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.0% | -4.2% | -4.9% |
| 7D | -10.6% | +3.8% | -14.4% | -11.8% |
| 30D | -30.4% | +17.5% | -47.9% | -34.0% |
| 3M | -40.4% | +19.2% | -59.6% | -44.0% |
| 6M | -63.7% | +84.9% | -148.6% | -70.6% |
| YTD | -26.9% | +94.0% | -120.9% | -42.2% |
| 1Y | -20.2% | +151.3% | -171.5% | -42.1% |
| 3Y | +208.1% | +387.1% | -178.9% | +87.7% |
| All | +35.0% | +639.7% | -604.8% | -18.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling