+30.0%
MTZ vs SITM
+174.8%
-144.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.5% | -4.4% | +0.5% |
| 7D | -1.6% | +9.7% | -11.3% | -3.9% |
| 30D | -11.1% | +12.7% | -23.8% | -14.4% |
| 3M | -36.7% | -13.4% | -23.3% | -35.8% |
| 6M | -21.9% | +59.6% | -81.6% | -32.5% |
| YTD | +9.1% | +73.3% | -64.2% | -8.2% |
| 1Y | +30.0% | +165.5% | -135.6% | +8.2% |
| All | +30.0% | +174.8% | -144.8% | +8.2% |
Cumulative growth
Daily Returns
Daily percentage return beside SITM.
Daily Out/Under-Performance
Portfolio return minus SITM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SITM 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 1y: compounded portfolio wealth divided by compounded SITM 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…
1y analysis · Full analysis span regression · 6 months rolling