-91.0%
SNDQ vs MTZ
-55.8%
-35.2%
-96.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +15.3% | -15.4% | +30.7% | -13.5% |
| 7D | +66.1% | -7.4% | +73.5% | +45.3% |
| 30D | +122.5% | -23.6% | +146.1% | +35.4% |
| 3M | +11.6% | -38.3% | +49.9% | -56.0% |
| 6M | -82.2% | -60.6% | -21.6% | -95.0% |
| All | -91.0% | -55.8% | -35.2% | -96.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling