-7.2%
MTZ vs SMTC
+59.8%
-67.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -4.6% | +2.5% | -0.5% |
| 7D | +16.5% | +30.5% | -14.0% | +5.8% |
| 30D | -10.2% | -30.9% | +20.7% | +0.4% |
| 3M | -34.2% | -14.7% | -19.5% | -33.0% |
| 6M | -56.0% | -9.6% | -46.4% | -57.0% |
| YTD | -14.8% | +62.1% | -76.9% | -35.5% |
| 1Y | -7.2% | +66.6% | -73.8% | -30.4% |
| All | -7.2% | +59.8% | -67.1% | -30.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling