+69.4%
MTZ vs SW
-1.6%
+71.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -1.5% | -3.7% | -4.9% |
| 7D | -10.6% | +4.7% | -15.3% | -11.5% |
| 30D | -30.4% | +5.0% | -35.4% | -31.2% |
| 3M | -40.4% | -7.3% | -33.1% | -39.7% |
| 6M | -63.7% | +15.0% | -78.7% | -65.0% |
| YTD | -26.9% | +18.5% | -45.4% | -30.7% |
| 1Y | -20.2% | +27.1% | -47.3% | -25.5% |
| 3Y | +208.1% | +49.3% | +158.8% | +180.2% |
| 5Y | +69.4% | -1.6% | +71.0% | +61.1% |
| All | +69.4% | -1.6% | +71.0% | +61.1% |
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