+432.9%
SNXX vs MTZ
-4.7%
+437.7%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +23.4% | +2.1% | +21.3% | +18.5% |
| 7D | +34.9% | -1.6% | +36.5% | +40.7% |
| 30D | +52.5% | -11.1% | +63.6% | +105.7% |
| 3M | -41.3% | -36.7% | -4.6% | +112.0% |
| 6M | +293.8% | -21.9% | +315.7% | +773.2% |
| All | +432.9% | -4.7% | +437.7% | +753.4% |
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