+404.4%
MTZ vs SU
+239.2%
+165.1%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +0.5% | -2.6% | -2.4% |
| 7D | +16.5% | +0.3% | +16.1% | +16.2% |
| 30D | -10.2% | -7.9% | -2.3% | -6.9% |
| 3M | -34.2% | +9.2% | -43.3% | -37.2% |
| 6M | -56.0% | +5.5% | -61.4% | -57.8% |
| YTD | -14.8% | +59.5% | -74.3% | -33.3% |
| 1Y | -7.2% | +59.9% | -67.2% | -27.5% |
| 3Y | +275.8% | +130.3% | +145.5% | +141.4% |
| 5Y | +93.5% | +225.3% | -131.8% | -2.4% |
| All | +404.4% | +239.2% | +165.1% | +123.4% |
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