-56.9%
MTZ vs SNDU
-85.2%
+28.3%
-63.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | SNDU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -11.4% | +10.2% | +0.5% |
| 7D | +5.0% | +9.0% | -4.0% | +3.1% |
| 30D | -6.0% | -67.4% | +61.4% | +6.5% |
| 3M | -36.1% | -75.6% | +39.5% | -26.0% |
| 6M | -56.9% | -84.0% | +27.1% | -53.8% |
| All | -56.9% | -85.2% | +28.3% | -53.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling