+2,448.5%
SAP vs MTZ
+4,064.6%
-1,616.1%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -1.3% | +1.6% | +0.6% |
| 7D | +0.6% | +5.0% | -4.4% | -0.3% |
| 30D | +6.5% | -6.0% | +12.5% | +6.8% |
| 3M | +12.2% | -36.1% | +48.4% | +19.5% |
| 6M | +46.1% | -56.9% | +102.9% | +62.9% |
| YTD | -1.6% | -15.9% | +14.3% | -3.2% |
| 1Y | -5.1% | -3.8% | -1.3% | -8.9% |
| 3Y | +68.4% | +272.3% | -203.9% | +24.0% |
| 5Y | +79.4% | +91.1% | -11.6% | +44.8% |
| 10Y | +230.5% | +426.0% | -195.5% | +110.2% |
| All | +2,448.5% | +4,064.6% | -1,616.1% | +777.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling