+157.9%
MTZ vs SFM
+230.0%
-72.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.7% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.1% | -4.4% | -6.7% | -10.7% |
| 3M | -36.7% | +1.5% | -38.2% | -37.3% |
| 6M | -21.9% | +6.5% | -28.4% | -23.9% |
| YTD | +9.1% | +2.2% | +6.9% | +6.9% |
| 1Y | +30.0% | -41.9% | +71.8% | +42.3% |
| 3Y | +138.5% | +106.8% | +31.7% | +113.1% |
| All | +157.9% | +230.0% | -72.1% | +115.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SFM.
Daily Out/Under-Performance
Portfolio return minus SFM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SFM 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 5y: compounded portfolio wealth divided by compounded SFM 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…
5y analysis · Full analysis span regression · 6 months rolling