+56.2%
SAP vs MTZ
+160.8%
-104.6%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -1.0% |
| 7D | -0.3% | +2.3% | -2.5% | -0.4% |
| 30D | +0.3% | -10.3% | +10.6% | +0.8% |
| 3M | +16.9% | -31.8% | +48.7% | +18.5% |
| 6M | +6.3% | -19.2% | +25.5% | +4.0% |
| YTD | -12.4% | +10.7% | -23.1% | -19.3% |
| 1Y | -21.6% | +37.5% | -59.2% | -30.9% |
| All | +56.2% | +160.8% | -104.6% | +23.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling