+363.5%
SE vs MTZ
+331.6%
+31.9%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.5% |
| 7D | -0.5% | +5.0% | -5.5% | -2.0% |
| 30D | -20.9% | -6.0% | -14.9% | -20.4% |
| 3M | -38.9% | -36.1% | -2.8% | -31.7% |
| 6M | -19.4% | -56.9% | +37.5% | -1.4% |
| YTD | -40.9% | -15.9% | -25.0% | -42.2% |
| 1Y | -46.2% | -3.8% | -42.3% | -49.6% |
| 3Y | +63.7% | +272.3% | -208.5% | -2.3% |
| 5Y | -77.9% | +91.1% | -169.0% | -84.3% |
| All | +363.5% | +331.6% | +31.9% | +160.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTZ.
Daily Out/Under-Performance
Portfolio return minus MTZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTZ 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 10y: compounded portfolio wealth divided by compounded MTZ 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…
10y analysis · Full analysis span regression · 6 months rolling