-39.2%
MTZ vs SUNB
+13.3%
-52.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.1% | 0.0% | -1.2% |
| 7D | +16.5% | +7.1% | +9.4% | +13.4% |
| 30D | -10.2% | +5.4% | -15.6% | -11.6% |
| 3M | -34.2% | +1.7% | -35.9% | -34.2% |
| 6M | -56.0% | +14.1% | -70.0% | -58.0% |
| All | -39.2% | +13.3% | -52.5% | -42.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SUNB.
Daily Out/Under-Performance
Portfolio return minus SUNB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUNB 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 SUNB 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