+1,535.8%
MTZ vs SRE
+1,525.5%
+10.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.6% | +2.7% | +2.4% |
| 7D | -1.6% | -0.3% | -1.3% | -1.5% |
| 30D | -11.1% | -0.7% | -10.3% | -11.0% |
| 3M | -36.7% | -6.3% | -30.4% | -35.0% |
| 6M | -21.9% | -10.7% | -11.3% | -18.2% |
| YTD | +9.1% | -3.5% | +12.6% | +10.5% |
| 1Y | +30.0% | +5.3% | +24.7% | +26.9% |
| 3Y | +138.5% | +31.8% | +106.7% | +106.5% |
| 5Y | +158.3% | +47.4% | +111.0% | +111.0% |
| 10Y | +700.8% | +120.6% | +580.2% | +438.0% |
| All | +1,535.8% | +1,525.5% | +10.3% | +362.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling