+166.4%
MTZ vs SITM
+168.3%
-1.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.1% | +5.9% | +4.3% |
| 7D | +3.6% | +8.4% | -4.8% | +1.3% |
| 30D | -9.6% | -17.4% | +7.8% | -5.3% |
| 3M | -31.9% | -9.8% | -22.1% | -31.2% |
| 6M | -13.8% | +83.0% | -96.8% | -29.2% |
| YTD | +13.3% | +69.6% | -56.3% | -6.2% |
| 1Y | +39.3% | +144.9% | -105.6% | +3.1% |
| 3Y | +168.3% | +429.9% | -261.5% | +51.4% |
| 5Y | +166.4% | +169.2% | -2.8% | +54.9% |
| All | +166.4% | +168.3% | -1.9% | +54.9% |
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