+75.7%
SAP vs MTZ
+98.6%
-22.9%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.5% | -0.3% |
| 7D | -2.5% | +12.9% | -15.3% | -3.6% |
| 30D | +7.5% | -8.5% | +16.0% | +8.1% |
| 3M | +11.6% | -30.6% | +42.3% | +15.4% |
| 6M | +37.6% | -55.1% | +92.7% | +48.9% |
| YTD | -2.0% | -13.0% | +11.0% | -7.6% |
| 1Y | -6.4% | -4.3% | -2.1% | -13.6% |
| 3Y | +67.7% | +284.0% | -216.3% | +11.9% |
| 5Y | +75.7% | +97.7% | -21.9% | +27.1% |
| All | +75.7% | +98.6% | -22.9% | +27.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling