+591.9%
MTZ vs SFM
+132.6%
+459.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SFM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.9% | -0.8% | +1.6% |
| 7D | -1.6% | -0.1% | -1.5% | -1.6% |
| 30D | -11.1% | -4.4% | -6.7% | -10.5% |
| 3M | -36.7% | +1.5% | -38.2% | -37.4% |
| 6M | -21.9% | +6.5% | -28.4% | -24.2% |
| YTD | +9.1% | +2.2% | +6.9% | +6.4% |
| 1Y | +30.0% | -41.9% | +71.8% | +41.9% |
| 3Y | +138.5% | +106.8% | +31.7% | +97.5% |
| 5Y | +158.3% | +231.6% | -73.2% | +87.0% |
| 10Y | +700.8% | +258.4% | +442.3% | +435.2% |
| All | +591.9% | +132.6% | +459.3% | +409.8% |
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