+11.6%
SHW vs MTZ
+165.3%
-153.7%
-42.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.7% | -2.2% | +0.6% | -1.4% |
| 7D | -3.2% | +2.3% | -5.5% | -3.5% |
| 30D | -11.4% | -10.3% | -1.1% | -10.1% |
| 3M | +3.5% | -31.8% | +35.3% | +8.0% |
| 6M | -3.4% | -19.2% | +15.8% | -2.3% |
| YTD | -0.3% | +10.7% | -11.1% | -4.8% |
| 1Y | -10.4% | +37.5% | -48.0% | -18.2% |
| 3Y | +21.3% | +162.4% | -141.0% | -5.4% |
| All | +11.6% | +165.3% | -153.7% | -17.1% |
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