+427.5%
MTZ vs SFM
+39.6%
+387.9%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.4% | -2.9% | -4.1% |
| 7D | -8.7% | -6.9% | -1.8% | -7.7% |
| 30D | -15.0% | -25.0% | +10.0% | -11.3% |
| 3M | -32.6% | -42.7% | +10.1% | -26.2% |
| 6M | -56.3% | -41.0% | -15.3% | -52.9% |
| YTD | -16.8% | -38.7% | +21.9% | -11.8% |
| 1Y | -10.0% | -38.1% | +28.1% | -5.0% |
| 3Y | +267.1% | +19.3% | +247.8% | +232.8% |
| 5Y | +89.9% | +103.1% | -13.3% | +49.0% |
| 10Y | +442.2% | +131.1% | +311.2% | +290.4% |
| All | +427.5% | +39.6% | +387.9% | +322.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling