+2,067.4%
MTZ vs STT
+6,256.2%
-4,188.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | STT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -4.7% | -0.5% | -3.3% |
| 7D | -10.6% | -4.9% | -5.7% | -8.9% |
| 30D | -30.4% | -6.0% | -24.4% | -28.7% |
| 3M | -40.4% | -11.7% | -28.8% | -37.5% |
| 6M | -63.7% | +11.7% | -75.4% | -65.3% |
| YTD | -26.9% | +30.4% | -57.3% | -34.8% |
| 1Y | -20.2% | +43.9% | -64.1% | -31.5% |
| 3Y | +208.1% | +165.4% | +42.7% | +107.1% |
| 5Y | +69.4% | +101.0% | -31.6% | +23.9% |
| 10Y | +440.6% | +210.7% | +229.9% | +230.3% |
| All | +2,067.4% | +6,256.2% | -4,188.8% | +306.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling