-95.7%
SNDQ vs MTZ
-37.5%
-58.2%
-95.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -23.8% | +2.1% | -25.9% | -18.9% |
| 7D | -30.8% | -1.6% | -29.2% | -32.5% |
| 30D | -51.7% | -11.1% | -40.7% | -60.5% |
| 3M | -78.0% | -36.7% | -41.3% | -85.0% |
| All | -95.7% | -37.5% | -58.2% | -97.0% |
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 · Available span rolling