+267.1%
MTZ vs SM
-12.9%
+280.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +1.4% | -5.8% | -4.6% |
| 7D | -8.7% | -19.5% | +10.8% | -4.9% |
| 30D | -15.0% | -20.2% | +5.3% | -11.5% |
| 3M | -32.6% | -6.5% | -26.1% | -31.9% |
| 6M | -56.3% | +1.6% | -57.9% | -57.3% |
| YTD | -16.8% | +61.2% | -78.1% | -30.5% |
| 1Y | -10.0% | +65.4% | -75.4% | -25.8% |
| 3Y | +267.1% | -13.0% | +280.1% | +240.5% |
| All | +267.1% | -12.9% | +280.0% | +240.5% |
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