+1,934.2%
MTZ vs SW
+755.0%
+1,179.2%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.9% | +2.0% |
| 7D | -1.6% | -5.1% | +3.5% | -1.1% |
| 30D | -11.1% | -4.6% | -6.5% | -10.7% |
| 3M | -36.7% | +9.4% | -46.1% | -37.4% |
| 6M | -21.9% | +3.5% | -25.5% | -22.5% |
| YTD | +9.1% | +22.0% | -12.9% | +6.3% |
| 1Y | +30.0% | +2.2% | +27.8% | +28.6% |
| 3Y | +138.5% | +19.6% | +118.9% | +131.4% |
| 5Y | +158.3% | -2.3% | +160.7% | +150.0% |
| 10Y | +700.8% | +181.4% | +519.4% | +615.3% |
| All | +1,934.2% | +755.0% | +1,179.2% | +1,645.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling