+97.7%
MTZ vs SM
-0.4%
+98.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +5.6% | -0.9% | +3.5% |
| 7D | +12.9% | +0.3% | +12.5% | +12.8% |
| 30D | -8.5% | -17.3% | +8.8% | -4.9% |
| 3M | -30.6% | -3.6% | -27.0% | -30.4% |
| 6M | -55.1% | +2.9% | -58.0% | -56.3% |
| YTD | -13.0% | +70.2% | -83.2% | -27.2% |
| 1Y | -4.3% | +66.5% | -70.8% | -19.7% |
| 3Y | +284.0% | -8.2% | +292.2% | +262.5% |
| 5Y | +97.7% | -1.5% | +99.1% | +75.2% |
| All | +97.7% | -0.4% | +98.0% | +75.2% |
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