+37.6%
SAP vs MTZ
-54.4%
+92.0%
-25.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | +4.6% | -4.5% | +1.3% |
| 7D | -2.5% | +12.9% | -15.3% | +0.9% |
| 30D | +7.5% | -8.5% | +16.0% | +6.0% |
| 3M | +11.6% | -30.6% | +42.3% | +2.6% |
| 6M | +37.6% | -55.1% | +92.7% | +6.4% |
| All | +37.6% | -54.4% | +92.0% | +6.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling