+74.8%
MTZ vs SMTC
+13.5%
+61.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +12.7% | -3.2% | +5.5% |
| 7D | -6.4% | -19.0% | +12.5% | -0.2% |
| 30D | -22.1% | -46.7% | +24.7% | -6.3% |
| 3M | -32.7% | -23.4% | -9.3% | -28.8% |
| 6M | -59.8% | -13.4% | -46.4% | -59.9% |
| YTD | -19.9% | +40.1% | -60.0% | -32.0% |
| 1Y | -11.5% | +47.7% | -59.1% | -26.2% |
| 3Y | +258.1% | +606.9% | -348.8% | +63.7% |
| All | +74.8% | +13.5% | +61.3% | +45.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling