+87.2%
MTZ vs SW
-0.1%
+87.3%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.1% | -19.5% | -16.2% |
| 7D | -7.4% | +12.1% | -19.4% | -9.6% |
| 30D | -23.6% | +6.6% | -30.2% | -24.8% |
| 3M | -38.3% | -6.0% | -32.3% | -37.8% |
| 6M | -60.6% | +21.5% | -82.1% | -62.5% |
| YTD | -22.9% | +20.3% | -43.2% | -27.2% |
| 1Y | -14.3% | +28.1% | -42.4% | -20.2% |
| 3Y | +225.0% | +51.6% | +173.4% | +194.5% |
| 5Y | +87.2% | -0.1% | +87.3% | +78.0% |
| All | +87.2% | -0.1% | +87.3% | +78.0% |
Cumulative growth
Daily Returns
Daily percentage return beside SW.
Daily Out/Under-Performance
Portfolio return minus SW return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × SW 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 5y: compounded portfolio wealth divided by compounded SW 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…
5y analysis · Full analysis span regression · 6 months rolling