+492.6%
MTZ vs SRE
+110.3%
+382.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.8% | +7.8% | +8.3% |
| 7D | -2.4% | -8.4% | +5.9% | +1.5% |
| 30D | -11.1% | -3.2% | -7.9% | -9.8% |
| 3M | -30.6% | -5.3% | -25.3% | -29.0% |
| 6M | -54.4% | -12.6% | -41.8% | -51.6% |
| YTD | -13.0% | -8.8% | -4.3% | -9.5% |
| 1Y | -5.7% | -13.4% | +7.7% | +0.3% |
| 3Y | +297.2% | +24.4% | +272.8% | +251.2% |
| 5Y | +95.9% | +47.3% | +48.6% | +59.3% |
| 10Y | +492.6% | +116.7% | +376.0% | +460.8% |
| All | +492.6% | +110.3% | +382.3% | +460.8% |
Cumulative growth
Daily Returns
Daily percentage return beside SRE.
Daily Out/Under-Performance
Portfolio return minus SRE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SRE 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 SRE 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