+171.5%
MTZ vs SITM
+3,318.8%
-3,147.3%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.6% | -3.7% |
| 7D | -8.7% | -0.1% | -8.6% | -8.5% |
| 30D | -15.0% | -27.4% | +12.5% | -8.9% |
| 3M | -32.6% | -35.6% | +3.0% | -26.3% |
| 6M | -56.3% | -46.6% | -9.7% | -51.1% |
| YTD | -16.8% | +25.8% | -42.6% | -24.8% |
| 1Y | -10.0% | +38.2% | -48.3% | -20.5% |
| 3Y | +267.1% | +311.5% | -44.4% | +139.7% |
| 5Y | +89.9% | +94.6% | -4.8% | +29.6% |
| All | +171.5% | +3,318.8% | -3,147.3% | +8.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling