+2,479.7%
MTZ vs SMTC
+53,327.2%
-50,847.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SMTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +10.3% | -5.7% | +2.5% |
| 7D | +12.9% | +12.9% | 0.0% | +10.0% |
| 30D | -8.5% | -25.6% | +17.0% | -3.5% |
| 3M | -30.6% | -4.5% | -26.1% | -31.0% |
| 6M | -55.1% | -8.3% | -46.8% | -55.3% |
| YTD | -13.0% | +69.9% | -82.9% | -24.0% |
| 1Y | -4.3% | +73.9% | -78.2% | -16.9% |
| 3Y | +284.0% | +757.7% | -473.6% | +131.4% |
| 5Y | +97.7% | +38.7% | +58.9% | +61.1% |
| 10Y | +444.4% | +376.1% | +68.3% | +249.2% |
| All | +2,479.7% | +53,327.2% | -50,847.5% | +1,082.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling