+226.9%
MTZ vs SUI
+16.8%
+210.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | +0.7% | -5.9% | -5.2% |
| 7D | -10.6% | +8.8% | -19.4% | -10.6% |
| 30D | -30.4% | +8.9% | -39.3% | -30.5% |
| 3M | -40.4% | +2.0% | -42.4% | -40.3% |
| 6M | -63.7% | -0.6% | -63.0% | -63.6% |
| YTD | -26.9% | +1.3% | -28.2% | -27.1% |
| 1Y | -20.2% | +1.3% | -21.4% | -20.4% |
| All | +226.9% | +16.8% | +210.1% | +189.7% |
Cumulative growth
Daily Returns
Daily percentage return beside SUI.
Daily Out/Under-Performance
Portfolio return minus SUI return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SUI 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 SUI 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