-46.2%
SE vs MTZ
-7.9%
-38.3%
-49.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -1.3% | +2.4% | +1.2% |
| 7D | -0.5% | +5.0% | -5.5% | -0.8% |
| 30D | -20.9% | -6.0% | -14.9% | -21.0% |
| 3M | -38.9% | -36.1% | -2.8% | -37.5% |
| 6M | -19.4% | -56.9% | +37.5% | -14.8% |
| YTD | -40.9% | -15.9% | -25.0% | -52.5% |
| 1Y | -46.2% | -3.8% | -42.3% | -59.9% |
| All | -46.2% | -7.9% | -38.3% | -59.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling