+74.8%
MTZ vs SFM
+105.4%
-30.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.8% | +14.4% | +10.1% |
| 7D | -6.4% | -1.2% | -5.2% | -6.5% |
| 30D | -22.1% | -24.8% | +2.7% | -19.7% |
| 3M | -32.7% | -43.7% | +11.0% | -27.9% |
| 6M | -59.8% | -37.3% | -22.6% | -58.0% |
| YTD | -19.9% | -38.4% | +18.5% | -16.7% |
| 1Y | -11.5% | -36.9% | +25.5% | -8.6% |
| 3Y | +258.1% | +20.7% | +237.4% | +240.5% |
| All | +74.8% | +105.4% | -30.6% | +59.5% |
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