+166.3%
MTZ vs SU
+360.6%
-194.3%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.7% |
| 7D | +2.3% | +1.6% | +0.7% | +1.8% |
| 30D | -10.3% | +10.7% | -21.0% | -13.1% |
| 3M | -31.8% | +13.5% | -45.3% | -34.8% |
| 6M | -19.2% | +21.8% | -41.0% | -25.0% |
| YTD | +10.7% | +58.8% | -48.1% | -6.2% |
| 1Y | +37.5% | +72.0% | -34.5% | +13.2% |
| 3Y | +162.4% | +121.7% | +40.6% | +95.7% |
| 5Y | +166.3% | +350.4% | -184.1% | +45.1% |
| All | +166.3% | +360.6% | -194.3% | +45.1% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling