-21.8%
MTZ vs SNDU
+218.8%
-240.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | -7.6% | +4.1% | -2.3% |
| 7D | 0.0% | +16.8% | -16.8% | -2.8% |
| 30D | -14.8% | +64.3% | -79.1% | -22.2% |
| 3M | -30.8% | -36.7% | +5.9% | -34.5% |
| All | -21.8% | +218.8% | -240.6% | -44.6% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling