-13.1%
SHW vs MTZ
+22.0%
-35.0%
-21.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.9% |
| 7D | -4.5% | 0.0% | -4.4% | -4.5% |
| 30D | -12.7% | -14.8% | +2.1% | -12.2% |
| 3M | +4.7% | -30.8% | +35.5% | +4.7% |
| 6M | -3.4% | -22.6% | +19.2% | -4.2% |
| YTD | -1.3% | +6.8% | -8.2% | -3.2% |
| All | -13.1% | +22.0% | -35.0% | -16.7% |
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