+168.3%
MTZ vs SU
+117.9%
+50.5%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +0.8% | +3.0% | +3.6% |
| 7D | +3.6% | -1.0% | +4.5% | +3.8% |
| 30D | -9.6% | +13.7% | -23.3% | -12.6% |
| 3M | -31.9% | +8.0% | -40.0% | -33.4% |
| 6M | -13.8% | +21.0% | -34.8% | -19.5% |
| YTD | +13.3% | +56.2% | -43.0% | -3.3% |
| 1Y | +39.3% | +72.2% | -32.9% | +14.9% |
| 3Y | +168.3% | +118.1% | +50.3% | +108.5% |
| All | +168.3% | +117.9% | +50.5% | +108.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling