+157.9%
MTZ vs SM
+107.8%
+50.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -2.5% | +4.6% | +2.6% |
| 7D | -1.6% | +0.1% | -1.7% | -1.6% |
| 30D | -11.1% | +26.3% | -37.4% | -15.4% |
| 3M | -36.7% | +8.7% | -45.4% | -38.4% |
| 6M | -21.9% | +51.7% | -73.6% | -31.3% |
| YTD | +9.1% | +99.0% | -89.9% | -11.2% |
| 1Y | +30.0% | +34.6% | -4.6% | +16.7% |
| 3Y | +138.5% | -7.8% | +146.2% | +126.2% |
| All | +157.9% | +107.8% | +50.1% | +81.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling