+2,392.5%
MTZ vs SU
+62,578.4%
-60,185.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.9% | -2.2% | -1.3% |
| 7D | +5.0% | +1.7% | +3.3% | +5.0% |
| 30D | -6.0% | -7.9% | +1.9% | -6.0% |
| 3M | -36.1% | +7.5% | -43.7% | -36.1% |
| 6M | -56.9% | +7.2% | -64.1% | -56.9% |
| YTD | -15.9% | +60.9% | -76.8% | -16.0% |
| 1Y | -3.8% | +63.6% | -67.5% | -3.9% |
| 3Y | +272.3% | +128.9% | +143.4% | +271.8% |
| 5Y | +91.1% | +228.3% | -137.2% | +90.8% |
| 10Y | +426.0% | +240.6% | +185.4% | +425.1% |
| All | +2,392.5% | +62,578.4% | -60,185.9% | +2,373.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling