+368.8%
SNXX vs MTZ
-3.4%
+372.2%
-85.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -7.1% | +3.5% | -10.6% | -15.1% |
| 7D | -12.0% | +1.4% | -13.4% | -16.2% |
| 30D | +37.9% | -14.5% | +52.4% | +101.8% |
| 3M | -52.7% | -32.9% | -19.7% | +45.0% |
| 6M | +194.8% | -20.8% | +215.6% | +518.7% |
| All | +368.8% | -3.4% | +372.2% | +615.2% |
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