+95.0%
MTZ vs SRE
+51.3%
+43.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -2.0% | -1.6% |
| 7D | +5.0% | +1.8% | +3.2% | +4.2% |
| 30D | -6.0% | -3.0% | -3.0% | -4.7% |
| 3M | -36.1% | -7.3% | -28.9% | -34.1% |
| 6M | -56.9% | -11.9% | -45.0% | -54.5% |
| YTD | -15.9% | -7.9% | -8.0% | -12.9% |
| 1Y | -3.8% | -11.1% | +7.3% | +1.1% |
| 3Y | +272.3% | +24.8% | +247.5% | +227.1% |
| All | +95.0% | +51.3% | +43.6% | +71.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling