+179.0%
SAP vs MTZ
+729.4%
-550.3%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.7% |
| 7D | -0.3% | +2.3% | -2.5% | -0.7% |
| 30D | +0.3% | -10.3% | +10.6% | +1.8% |
| 3M | +16.9% | -31.8% | +48.7% | +22.0% |
| 6M | +6.3% | -19.2% | +25.5% | +6.3% |
| YTD | -12.4% | +10.7% | -23.1% | -18.3% |
| 1Y | -21.6% | +37.5% | -59.2% | -30.5% |
| 3Y | +54.8% | +162.4% | -107.6% | +15.8% |
| 5Y | +56.2% | +166.3% | -110.2% | +12.9% |
| 10Y | +179.0% | +753.2% | -574.1% | +63.1% |
| All | +179.0% | +729.4% | -550.3% | +63.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 MTZ 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