-66.3%
SE vs MTZ
+162.0%
-228.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | -2.2% | -1.8% | -3.4% |
| 7D | -3.6% | +2.3% | -5.9% | -4.3% |
| 30D | -5.3% | -10.3% | +5.0% | -2.3% |
| 3M | +28.1% | -31.8% | +59.9% | +40.3% |
| 6M | +20.7% | -19.2% | +39.8% | +22.2% |
| YTD | -14.8% | +10.7% | -25.5% | -24.2% |
| 1Y | -43.6% | +37.5% | -81.1% | -54.3% |
| 3Y | +184.2% | +162.4% | +21.9% | +76.0% |
| 5Y | -66.3% | +166.3% | -232.6% | -80.9% |
| All | -66.3% | +162.0% | -228.3% | -80.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling