+2,233.8%
SAP vs MTZ
+5,304.3%
-3,070.6%
-87.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.2% |
| 7D | -2.9% | -1.6% | -1.3% | -2.7% |
| 30D | +9.0% | -11.1% | +20.1% | +11.0% |
| 3M | +14.9% | -36.7% | +51.6% | +21.8% |
| 6M | +11.9% | -21.9% | +33.8% | +13.5% |
| YTD | -9.9% | +9.1% | -19.0% | -14.2% |
| 1Y | -19.5% | +30.0% | -49.5% | -26.0% |
| 3Y | +61.8% | +138.5% | -76.6% | +29.7% |
| 5Y | +56.2% | +158.3% | -102.2% | +20.9% |
| 10Y | +180.6% | +700.8% | -520.2% | +67.7% |
| All | +2,233.8% | +5,304.3% | -3,070.6% | +678.1% |
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 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