+30.0%
MTZ vs SU
+70.8%
-40.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.4% | +2.2% |
| 7D | -1.6% | +2.9% | -4.5% | -1.9% |
| 30D | -11.1% | +7.2% | -18.3% | -11.5% |
| 3M | -36.7% | +2.8% | -39.5% | -36.2% |
| 6M | -21.9% | +18.2% | -40.1% | -25.7% |
| YTD | +9.1% | +54.0% | -44.9% | -6.4% |
| 1Y | +30.0% | +70.1% | -40.2% | +7.1% |
| All | +30.0% | +70.8% | -40.8% | +7.1% |
Cumulative growth
Daily Returns
Daily percentage return beside SU.
Daily Out/Under-Performance
Portfolio return minus SU return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SU 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 1y: compounded portfolio wealth divided by compounded SU 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…
1y analysis · Full analysis span regression · 6 months rolling