+589.4%
SE vs MTZ
+460.1%
+129.3%
-90.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | +2.1% | -3.0% | -1.5% |
| 7D | -6.1% | -1.6% | -4.5% | -5.7% |
| 30D | -2.5% | -11.1% | +8.6% | +0.6% |
| 3M | +21.7% | -36.7% | +58.4% | +35.4% |
| 6M | +27.0% | -21.9% | +48.9% | +30.7% |
| YTD | -12.1% | +9.1% | -21.3% | -19.1% |
| 1Y | -40.9% | +30.0% | -70.9% | -48.8% |
| 3Y | +191.0% | +138.5% | +52.5% | +101.9% |
| 5Y | -68.3% | +158.3% | -226.6% | -79.1% |
| All | +589.4% | +460.1% | +129.3% | +264.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling