+4,437.1%
SNDK vs MTZ
+72.2%
+4,364.9%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.5% | -7.0% | -7.4% |
| 7D | -6.1% | +1.4% | -7.5% | -8.0% |
| 30D | +21.5% | -14.5% | +36.0% | +44.6% |
| 3M | -13.2% | -32.9% | +19.8% | +36.4% |
| 6M | +149.2% | -20.8% | +170.1% | +227.9% |
| YTD | +588.1% | +10.6% | +577.5% | +544.9% |
| 1Y | +1,837.5% | +27.1% | +1,810.5% | +1,572.0% |
| All | +4,437.1% | +72.2% | +4,364.9% | +2,635.8% |
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 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