+6,835.6%
MTZ vs SUI
+4,142.3%
+2,693.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SUI | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +5.2% | -20.5% | -17.7% |
| 7D | -7.4% | +10.0% | -17.4% | -11.8% |
| 30D | -23.6% | +8.4% | -32.0% | -27.1% |
| 3M | -38.3% | +0.7% | -39.0% | -39.2% |
| 6M | -60.6% | -0.9% | -59.7% | -61.3% |
| YTD | -22.9% | +0.6% | -23.5% | -25.3% |
| 1Y | -14.3% | +0.8% | -15.0% | -17.0% |
| 3Y | +225.0% | +15.5% | +209.5% | +185.2% |
| 5Y | +87.2% | -25.9% | +113.0% | +99.5% |
| 10Y | +470.1% | +119.5% | +350.6% | +239.6% |
| All | +6,835.6% | +4,142.3% | +2,693.3% | +877.4% |
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