+9,714.8%
MTZ vs SUI
+4,037.5%
+5,677.2%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.3% | +2.5% | +2.3% |
| 7D | -1.6% | -2.8% | +1.3% | -0.3% |
| 30D | -11.1% | -1.2% | -9.9% | -10.7% |
| 3M | -36.7% | -1.7% | -35.0% | -36.9% |
| 6M | -21.9% | -10.5% | -11.5% | -18.9% |
| YTD | +9.1% | -1.8% | +11.0% | +8.2% |
| 1Y | +30.0% | -4.1% | +34.0% | +29.5% |
| 3Y | +138.5% | +11.3% | +127.2% | +114.6% |
| 5Y | +158.3% | -32.1% | +190.5% | +190.2% |
| 10Y | +700.8% | +110.4% | +590.3% | +391.4% |
| All | +9,714.8% | +4,037.5% | +5,677.2% | +1,314.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling