+37.5%
MTZ vs SRE
+10.5%
+27.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.5% | -1.7% | -1.9% |
| 7D | +2.3% | +1.5% | +0.8% | +1.4% |
| 30D | -10.3% | +0.8% | -11.1% | -11.0% |
| 3M | -31.8% | -5.8% | -26.1% | -29.1% |
| 6M | -19.2% | -7.8% | -11.4% | -15.1% |
| YTD | +10.7% | -2.4% | +13.1% | +13.3% |
| 1Y | +37.5% | +8.9% | +28.6% | +43.7% |
| All | +37.5% | +10.5% | +27.0% | +43.7% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling