-34.2%
MTZ vs SNDU
-65.7%
+31.5%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.3% | +6.2% | -1.0% |
| 7D | +16.5% | +30.7% | -14.3% | +11.9% |
| 30D | -10.2% | -67.1% | +56.9% | -1.7% |
| 3M | -34.2% | -65.1% | +31.0% | -31.8% |
| All | -34.2% | -65.7% | +31.5% | -31.8% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling