+56.8%
SAP vs MTZ
+165.9%
-109.1%
-52.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | +3.8% | -5.5% | -2.1% |
| 7D | -0.3% | +3.6% | -3.8% | -0.7% |
| 30D | +2.6% | -9.6% | +12.2% | +3.6% |
| 3M | +16.3% | -31.9% | +48.2% | +19.9% |
| 6M | +6.4% | -13.8% | +20.2% | +4.0% |
| YTD | -11.4% | +13.3% | -24.7% | -18.3% |
| 1Y | -20.4% | +39.3% | -59.7% | -30.0% |
| 3Y | +56.5% | +168.3% | -111.8% | +17.1% |
| 5Y | +56.8% | +166.4% | -109.6% | +10.9% |
| All | +56.8% | +165.9% | -109.1% | +10.9% |
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