+70.4%
MTZ vs S
-49.1%
+119.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | S | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -0.4% | -4.0% | -4.3% |
| 7D | -8.7% | +1.4% | -10.1% | -8.9% |
| 30D | -15.0% | -10.8% | -4.1% | -13.9% |
| 3M | -32.6% | +5.4% | -38.0% | -33.6% |
| 6M | -56.3% | +41.2% | -97.6% | -59.1% |
| YTD | -16.8% | +56.2% | -73.0% | -23.8% |
| 1Y | -10.0% | +36.3% | -46.3% | -16.0% |
| 3Y | +267.1% | +49.4% | +217.7% | +236.7% |
| 5Y | +89.9% | -66.9% | +156.7% | +89.7% |
| All | +70.4% | -49.1% | +119.5% | +70.3% |
Cumulative growth
Daily Returns
Daily percentage return beside S.
Daily Out/Under-Performance
Portfolio return minus S return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × S 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 10y: compounded portfolio wealth divided by compounded S 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…
10y analysis · Full analysis span regression · 6 months rolling