+89.9%
MTZ vs SITM
+97.5%
-7.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -2.8% | -1.6% | -3.6% |
| 7D | -8.7% | -0.1% | -8.6% | -8.6% |
| 30D | -15.0% | -27.4% | +12.5% | -8.0% |
| 3M | -32.6% | -35.6% | +3.0% | -25.3% |
| 6M | -56.3% | -46.6% | -9.7% | -50.2% |
| YTD | -16.8% | +25.8% | -42.6% | -26.5% |
| 1Y | -10.0% | +38.2% | -48.3% | -22.8% |
| 3Y | +267.1% | +311.5% | -44.4% | +116.6% |
| 5Y | +89.9% | +94.6% | -4.8% | +12.0% |
| All | +89.9% | +97.5% | -7.7% | +12.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling