+404.4%
MTZ vs SM
+18.2%
+386.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +5.2% | -7.3% | -3.1% |
| 7D | +16.5% | +10.6% | +5.9% | +14.2% |
| 30D | -10.2% | -15.0% | +4.8% | -7.5% |
| 3M | -34.2% | +1.7% | -35.8% | -34.6% |
| 6M | -56.0% | +5.9% | -61.8% | -57.2% |
| YTD | -14.8% | +79.0% | -93.8% | -26.4% |
| 1Y | -7.2% | +84.7% | -91.9% | -20.4% |
| 3Y | +275.8% | -3.5% | +279.2% | +256.4% |
| 5Y | +93.5% | +4.9% | +88.6% | +73.5% |
| All | +404.4% | +18.2% | +386.2% | +199.5% |
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