+562.3%
SE vs MTZ
+448.3%
+114.0%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | +0.1% |
| 7D | -4.8% | 0.0% | -4.7% | -4.8% |
| 30D | -18.1% | -14.8% | -3.3% | -14.6% |
| 3M | +30.6% | -30.8% | +61.4% | +41.1% |
| 6M | +20.8% | -22.6% | +43.4% | +24.8% |
| YTD | -15.6% | +6.8% | -22.4% | -21.8% |
| 1Y | -44.2% | +22.1% | -66.3% | -50.7% |
| 3Y | +181.5% | +153.1% | +28.4% | +91.5% |
| 5Y | -66.9% | +161.4% | -228.3% | -78.2% |
| All | +562.3% | +448.3% | +114.0% | +252.1% |
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