-44.2%
SE vs MTZ
+31.7%
-75.9%
-60.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.6% |
| 7D | -4.8% | 0.0% | -4.7% | -4.8% |
| 30D | -18.1% | -14.8% | -3.3% | -17.0% |
| 3M | +30.6% | -30.8% | +61.4% | +31.6% |
| 6M | +20.8% | -22.6% | +43.4% | +14.2% |
| YTD | -15.6% | +6.8% | -22.4% | -29.7% |
| 1Y | -44.2% | +22.1% | -66.3% | -55.0% |
| All | -44.2% | +31.7% | -75.9% | -55.0% |
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