+3,134.4%
MTZ vs SU
+60,256.6%
-57,122.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SU | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.7% | +2.8% | +2.1% |
| 7D | -1.6% | +3.6% | -5.1% | -1.6% |
| 30D | -11.1% | +7.9% | -18.9% | -11.1% |
| 3M | -36.7% | +3.5% | -40.2% | -36.7% |
| 6M | -21.9% | +19.0% | -40.9% | -22.0% |
| YTD | +9.1% | +55.0% | -45.8% | +9.1% |
| 1Y | +30.0% | +71.2% | -41.2% | +29.9% |
| 3Y | +138.5% | +117.4% | +21.0% | +138.2% |
| 5Y | +158.3% | +335.2% | -176.8% | +157.8% |
| 10Y | +700.8% | +248.7% | +452.0% | +699.4% |
| All | +3,134.4% | +60,256.6% | -57,122.2% | +3,110.3% |
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