+766.7%
MTZ vs SU
+267.2%
+499.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -0.1% | +3.7% | +3.6% |
| 7D | +1.4% | +2.2% | -0.9% | +0.3% |
| 30D | -14.5% | +8.4% | -22.9% | -17.6% |
| 3M | -32.9% | +12.1% | -45.0% | -36.8% |
| 6M | -20.8% | +19.7% | -40.5% | -28.4% |
| YTD | +10.6% | +58.4% | -47.8% | -12.3% |
| 1Y | +27.1% | +67.2% | -40.2% | -2.0% |
| 3Y | +166.1% | +125.0% | +41.1% | +73.5% |
| 5Y | +170.7% | +355.1% | -184.4% | +14.7% |
| All | +766.7% | +267.2% | +499.4% | +285.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling