+444.4%
MTZ vs STLA
+0.5%
+443.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -3.5% | +8.1% | +5.9% |
| 7D | +12.9% | -11.6% | +24.5% | +18.1% |
| 30D | -8.5% | -6.2% | -2.4% | -7.1% |
| 3M | -30.6% | -24.6% | -6.0% | -24.3% |
| 6M | -55.1% | -44.9% | -10.2% | -45.1% |
| YTD | -13.0% | -62.3% | +49.3% | +19.3% |
| 1Y | -4.3% | -61.8% | +57.5% | +29.9% |
| 3Y | +284.0% | -75.3% | +359.4% | +495.2% |
| 5Y | +97.7% | -72.5% | +170.2% | +179.4% |
| 10Y | +444.4% | +0.8% | +443.7% | +395.2% |
| All | +444.4% | +0.5% | +443.9% | +395.2% |
Cumulative growth
Daily Returns
Daily percentage return beside STLA.
Daily Out/Under-Performance
Portfolio return minus STLA return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STLA 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 STLA 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