+714.5%
MTZ vs SM
+5.6%
+708.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -11.1% | +26.3% | -37.4% | -14.9% |
| 3M | -36.7% | +8.7% | -45.4% | -38.4% |
| 6M | -21.9% | +51.7% | -73.6% | -29.6% |
| YTD | +9.1% | +99.0% | -89.9% | -7.1% |
| 1Y | +30.0% | +34.6% | -4.6% | +18.7% |
| 3Y | +138.5% | -7.8% | +146.2% | +128.4% |
| 5Y | +158.3% | +104.8% | +53.6% | +105.3% |
| All | +714.5% | +5.6% | +708.9% | +386.4% |
Cumulative growth
Daily Returns
Daily percentage return beside SM.
Daily Out/Under-Performance
Portfolio return minus SM return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SM 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 SM 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