+256.1%
MTZ vs SITM
+4,608.4%
-4,352.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SITM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +6.5% | -4.4% | +0.6% |
| 7D | -1.6% | +9.7% | -11.3% | -3.7% |
| 30D | -11.1% | +12.7% | -23.8% | -14.4% |
| 3M | -36.7% | -13.4% | -23.3% | -35.6% |
| 6M | -21.9% | +59.6% | -81.6% | -31.9% |
| YTD | +9.1% | +73.3% | -64.2% | -7.4% |
| 1Y | +30.0% | +165.5% | -135.6% | -1.0% |
| 3Y | +138.5% | +368.7% | -230.3% | +51.3% |
| 5Y | +158.3% | +172.5% | -14.2% | +64.2% |
| All | +256.1% | +4,608.4% | -4,352.2% | +33.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling