+74.8%
MTZ vs SM
-11.5%
+86.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.0% | +8.6% | +9.3% |
| 7D | -6.4% | -25.9% | +19.5% | -0.4% |
| 30D | -22.1% | -15.1% | -6.9% | -19.3% |
| 3M | -32.7% | +4.9% | -37.5% | -33.6% |
| 6M | -59.8% | +6.1% | -66.0% | -61.2% |
| YTD | -19.9% | +63.4% | -83.3% | -32.4% |
| 1Y | -11.5% | +72.5% | -83.9% | -26.7% |
| 3Y | +258.1% | -16.9% | +275.0% | +245.7% |
| All | +74.8% | -11.5% | +86.3% | +58.9% |
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