-14.3%
MTZ vs SITM
+47.5%
-61.8%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | -9.4% | -6.0% | -13.1% |
| 7D | -7.4% | -19.5% | +12.1% | -2.4% |
| 30D | -23.6% | -43.2% | +19.6% | -12.8% |
| 3M | -38.3% | -30.8% | -7.5% | -33.4% |
| 6M | -60.6% | -28.6% | -32.0% | -58.3% |
| YTD | -22.9% | +14.2% | -37.1% | -28.2% |
| 1Y | -14.3% | +44.4% | -58.7% | -21.5% |
| All | -14.3% | +47.5% | -61.8% | -21.5% |
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