+258.1%
MTZ vs SM
-20.0%
+278.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.0% | +8.6% | +9.4% |
| 7D | -6.4% | -25.9% | +19.5% | -1.4% |
| 30D | -22.1% | -15.1% | -6.9% | -19.7% |
| 3M | -32.7% | +4.9% | -37.5% | -33.3% |
| 6M | -59.8% | +6.1% | -66.0% | -61.0% |
| YTD | -19.9% | +63.4% | -83.3% | -33.1% |
| 1Y | -11.5% | +72.5% | -83.9% | -27.7% |
| 3Y | +258.1% | -16.9% | +275.0% | +236.1% |
| All | +258.1% | -20.0% | +278.1% | +236.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling