-79.1%
SNDQ vs MTZ
-33.8%
-45.3%
-81.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.0% | -3.5% | +11.5% | -0.5% |
| 7D | -20.4% | 0.0% | -20.3% | -19.2% |
| 30D | -54.5% | -14.8% | -39.7% | -66.7% |
| 3M | -79.1% | -30.8% | -48.3% | -83.9% |
| All | -79.1% | -33.8% | -45.3% | -83.9% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling