+4.9%
SHW vs MTZ
-19.7%
+24.6%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.0% | -5.2% | +1.2% | -4.0% |
| 7D | +5.7% | -10.6% | +16.3% | +5.3% |
| 30D | +8.7% | -30.4% | +39.1% | +9.0% |
| 3M | -5.4% | -40.4% | +35.0% | -4.6% |
| 6M | +12.2% | -63.7% | +75.9% | +16.1% |
| YTD | +8.5% | -26.9% | +35.4% | +5.8% |
| 1Y | +4.9% | -20.2% | +25.1% | +0.2% |
| All | +4.9% | -19.7% | +24.6% | +0.2% |
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