+37.5%
MTZ vs SITM
+140.0%
-102.5%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.5% | -0.7% | -1.9% |
| 7D | +2.3% | +3.7% | -1.4% | +1.3% |
| 30D | -10.3% | -14.5% | +4.2% | -6.9% |
| 3M | -31.8% | -10.6% | -21.3% | -31.1% |
| 6M | -19.2% | +65.5% | -84.7% | -30.6% |
| YTD | +10.7% | +67.0% | -56.3% | -6.3% |
| 1Y | +37.5% | +138.6% | -101.1% | +13.4% |
| All | +37.5% | +140.0% | -102.5% | +13.4% |
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