-11.5%
MTZ vs SM
+72.1%
-83.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.0% | +8.6% | +9.6% |
| 7D | -6.4% | -25.9% | +19.5% | -9.1% |
| 30D | -22.1% | -15.1% | -6.9% | -22.6% |
| 3M | -32.7% | +4.9% | -37.5% | -30.1% |
| 6M | -59.8% | +6.1% | -66.0% | -57.8% |
| YTD | -19.9% | +63.4% | -83.3% | -13.5% |
| 1Y | -11.5% | +72.5% | -83.9% | -4.0% |
| All | -11.5% | +72.1% | -83.6% | -4.0% |
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