+1,337.5%
MTZ vs SW
+743.1%
+594.4%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | SW | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.1% | -19.5% | -15.8% |
| 7D | -7.4% | +12.1% | -19.4% | -8.5% |
| 30D | -23.6% | +6.6% | -30.2% | -24.2% |
| 3M | -38.3% | -6.0% | -32.3% | -38.1% |
| 6M | -60.6% | +21.5% | -82.1% | -61.5% |
| YTD | -22.9% | +20.3% | -43.2% | -24.9% |
| 1Y | -14.3% | +28.1% | -42.4% | -17.1% |
| 3Y | +225.0% | +51.6% | +173.4% | +209.5% |
| 5Y | +87.2% | -0.1% | +87.3% | +80.8% |
| 10Y | +470.1% | +189.7% | +280.4% | +408.6% |
| All | +1,337.5% | +743.1% | +594.4% | +1,132.6% |
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