-40.4%
MTZ vs SM
-4.2%
-36.3%
-47.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3mo.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.6% | -0.6% | -3.9% |
| 7D | -10.6% | -25.1% | +14.5% | -5.7% |
| 30D | -30.4% | -15.6% | -14.8% | -26.6% |
| 3M | -40.4% | +2.7% | -43.1% | -42.6% |
| All | -40.4% | -4.2% | -36.3% | -42.6% |
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 3mo: 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…
3mo analysis · Full analysis span regression · Available span rolling