+4,370.2%
MTZ vs STRL
+9,673.6%
-5,303.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STRL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -13.9% | +8.7% | -3.7% |
| 7D | -10.6% | -34.6% | +24.0% | -6.6% |
| 30D | -30.4% | -56.7% | +26.3% | -24.2% |
| 3M | -40.4% | -54.4% | +14.0% | -35.4% |
| 6M | -63.7% | -69.7% | +6.0% | -59.1% |
| YTD | -26.9% | -20.2% | -6.7% | -25.9% |
| 1Y | -20.2% | -40.6% | +20.4% | -16.9% |
| 3Y | +208.1% | +221.7% | -13.5% | +175.0% |
| 5Y | +69.4% | +799.0% | -729.6% | +38.4% |
| 10Y | +440.6% | +3,451.5% | -3,010.8% | +297.7% |
| All | +4,370.2% | +9,673.6% | -5,303.4% | +2,705.4% |
Cumulative growth
Daily Returns
Daily percentage return beside STRL.
Daily Out/Under-Performance
Portfolio return minus STRL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STRL 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 STRL 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