+297.2%
MTZ vs STT
+178.8%
+118.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +3.2% | +5.4% | +6.4% |
| 7D | -2.4% | +0.9% | -3.4% | -3.2% |
| 30D | -11.1% | -2.3% | -8.8% | -9.8% |
| 3M | -30.6% | -7.0% | -23.6% | -27.4% |
| 6M | -54.4% | +15.5% | -69.9% | -58.8% |
| YTD | -13.0% | +35.6% | -48.6% | -30.4% |
| 1Y | -5.7% | +47.9% | -53.5% | -29.2% |
| 3Y | +297.2% | +181.1% | +116.1% | +78.9% |
| All | +297.2% | +178.8% | +118.4% | +78.9% |
Cumulative growth
Daily Returns
Daily percentage return beside STT.
Daily Out/Under-Performance
Portfolio return minus STT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × STT 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 STT 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