+4,601.6%
SNDK vs MTZ
+66.3%
+4,535.3%
-56.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -3.5% | -0.5% | -0.2% |
| 7D | +8.8% | 0.0% | +8.9% | +8.8% |
| 30D | +33.2% | -14.8% | +48.0% | +59.8% |
| 3M | +3.0% | -30.8% | +33.8% | +57.8% |
| 6M | +173.5% | -22.6% | +196.1% | +270.4% |
| YTD | +613.0% | +6.8% | +606.2% | +596.4% |
| 1Y | +2,189.8% | +22.1% | +2,167.6% | +1,965.3% |
| All | +4,601.6% | +66.3% | +4,535.3% | +2,854.1% |
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