+19,949.9%
SHW vs MTZ
+3,182.4%
+16,767.5%
-52.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.8% | -6.1% | -2.7% |
| 7D | -1.2% | +3.6% | -4.7% | -1.5% |
| 30D | -11.6% | -9.6% | -2.0% | -10.8% |
| 3M | +9.1% | -31.9% | +41.0% | +12.4% |
| 6M | -0.7% | -13.8% | +13.1% | -0.2% |
| YTD | +1.4% | +13.3% | -11.9% | -1.1% |
| 1Y | -12.3% | +39.3% | -51.6% | -16.3% |
| 3Y | +23.4% | +168.3% | -145.0% | +8.4% |
| 5Y | +15.0% | +166.4% | -151.4% | 0.0% |
| 10Y | +278.3% | +739.9% | -461.6% | +187.4% |
| All | +19,949.9% | +3,182.4% | +16,767.5% | +11,859.4% |
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