+67.8%
SAP vs MTZ
+284.0%
-216.2%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.5% | 0.0% |
| 7D | -2.5% | +12.9% | -15.3% | -2.8% |
| 30D | +7.5% | -8.5% | +16.0% | +7.8% |
| 3M | +11.6% | -30.6% | +42.3% | +13.5% |
| 6M | +37.6% | -55.1% | +92.7% | +44.5% |
| YTD | -2.0% | -13.0% | +11.0% | -9.8% |
| 1Y | -6.4% | -4.3% | -2.1% | -15.7% |
| All | +67.8% | +284.0% | -216.2% | +15.8% |
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