-10.0%
MTZ vs SM
+64.7%
-74.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.8% | -4.2% |
| 7D | -8.7% | -19.5% | +10.8% | -10.1% |
| 30D | -15.0% | -20.2% | +5.3% | -16.3% |
| 3M | -32.6% | -6.5% | -26.1% | -31.5% |
| 6M | -56.3% | +1.6% | -57.9% | -54.4% |
| YTD | -16.8% | +61.2% | -78.1% | -10.0% |
| 1Y | -10.0% | +65.4% | -75.4% | -2.0% |
| All | -10.0% | +64.7% | -74.8% | -2.0% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling