+267.1%
MTZ vs STLA
-74.3%
+341.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STLA | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -3.6% | -0.7% | -3.6% |
| 7D | -8.7% | -4.9% | -3.8% | -7.9% |
| 30D | -15.0% | -4.9% | -10.0% | -14.3% |
| 3M | -32.6% | -23.7% | -8.9% | -29.1% |
| 6M | -56.3% | -45.0% | -11.4% | -50.4% |
| YTD | -16.8% | -60.9% | +44.1% | +1.2% |
| 1Y | -10.0% | -58.9% | +48.8% | +7.2% |
| 3Y | +267.1% | -74.4% | +341.6% | +352.3% |
| All | +267.1% | -74.3% | +341.4% | +352.3% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling