+1,203.8%
MTZ vs SRE
+1,436.4%
-232.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SRE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +0.8% | +7.8% | +8.3% |
| 7D | -2.4% | -8.4% | +5.9% | +1.4% |
| 30D | -11.1% | -3.2% | -7.9% | -9.8% |
| 3M | -30.6% | -5.3% | -25.3% | -29.1% |
| 6M | -54.4% | -12.6% | -41.8% | -51.7% |
| YTD | -13.0% | -8.8% | -4.3% | -9.7% |
| 1Y | -5.7% | -13.4% | +7.7% | +0.2% |
| 3Y | +297.2% | +24.4% | +272.8% | +253.4% |
| 5Y | +95.9% | +47.3% | +48.6% | +60.4% |
| 10Y | +492.6% | +116.7% | +376.0% | +303.0% |
| All | +1,203.8% | +1,436.4% | -232.6% | +277.9% |
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