-21.6%
SAP vs MTZ
+36.0%
-57.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.5% |
| 7D | -0.3% | +2.3% | -2.5% | +0.1% |
| 30D | +0.3% | -10.3% | +10.6% | -1.4% |
| 3M | +16.9% | -31.8% | +48.7% | +10.2% |
| 6M | +6.3% | -19.2% | +25.5% | -1.3% |
| YTD | -12.4% | +10.7% | -23.1% | -20.0% |
| 1Y | -21.6% | +37.5% | -59.2% | -25.1% |
| All | -21.6% | +36.0% | -57.6% | -25.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling