+95.0%
MTZ vs SM
+5.5%
+89.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SM | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -0.1% | -1.1% | -1.2% |
| 7D | +5.0% | +9.4% | -4.4% | +2.9% |
| 30D | -6.0% | -14.4% | +8.4% | -3.0% |
| 3M | -36.1% | +1.6% | -37.7% | -36.6% |
| 6M | -56.9% | +6.3% | -63.2% | -58.3% |
| YTD | -15.9% | +78.8% | -94.7% | -30.4% |
| 1Y | -3.8% | +83.1% | -87.0% | -21.2% |
| 3Y | +272.3% | -5.9% | +278.2% | +249.7% |
| All | +95.0% | +5.5% | +89.5% | +70.9% |
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