-43.6%
MTZ vs SNDU
+3.5%
-47.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -15.8% | +0.4% | -13.1% |
| 7D | -7.4% | -48.0% | +40.6% | +0.8% |
| 30D | -23.6% | -66.4% | +42.8% | -12.0% |
| 3M | -38.3% | -58.7% | +20.4% | -32.9% |
| 6M | -60.6% | -68.6% | +8.0% | -60.2% |
| All | -43.6% | +3.5% | -47.1% | -54.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SNDU.
Daily Out/Under-Performance
Portfolio return minus SNDU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SNDU 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 SNDU 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