-3.8%
MTZ vs SM
+84.2%
-88.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.3% |
| 7D | +5.0% | +9.4% | -4.4% | +5.5% |
| 30D | -6.0% | -14.4% | +8.4% | -7.4% |
| 3M | -36.1% | +1.6% | -37.7% | -34.9% |
| 6M | -56.9% | +6.3% | -63.2% | -55.0% |
| YTD | -15.9% | +78.8% | -94.7% | -9.3% |
| 1Y | -3.8% | +83.1% | -87.0% | +3.4% |
| All | -3.8% | +84.2% | -88.1% | +3.4% |
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 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