+739.9%
MTZ vs SMTC
+493.3%
+246.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +10.0% | -6.2% | +0.4% |
| 7D | +3.6% | +22.9% | -19.4% | -3.7% |
| 30D | -9.6% | +16.6% | -26.3% | -15.1% |
| 3M | -31.9% | +2.4% | -34.4% | -33.9% |
| 6M | -13.8% | +98.3% | -112.1% | -34.7% |
| YTD | +13.3% | +120.7% | -107.4% | -17.6% |
| 1Y | +39.3% | +168.3% | -129.0% | -6.1% |
| 3Y | +168.3% | +571.7% | -403.4% | +12.1% |
| 5Y | +166.4% | +114.0% | +52.4% | +62.2% |
| 10Y | +739.9% | +497.0% | +242.9% | +262.9% |
| All | +739.9% | +493.3% | +246.6% | +262.9% |
Cumulative growth
Daily Returns
Daily percentage return beside SMTC.
Daily Out/Under-Performance
Portfolio return minus SMTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SMTC 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 10y: compounded portfolio wealth divided by compounded SMTC 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…
10y analysis · Full analysis span regression · 6 months rolling