-40.6%
MTZ vs SUNB
+13.1%
-53.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUNB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.3% | -4.0% | -4.2% |
| 7D | -8.7% | -2.5% | -6.2% | -7.7% |
| 30D | -15.0% | +8.2% | -23.2% | -17.1% |
| 3M | -32.6% | +3.6% | -36.2% | -33.1% |
| 6M | -56.3% | +12.8% | -69.1% | -58.2% |
| All | -40.6% | +13.1% | -53.7% | -43.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling