+333.1%
SLV vs MTZ
+1,891.5%
-1,558.4%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +2.1% | -3.3% | -1.4% |
| 7D | -0.3% | -1.6% | +1.2% | -0.2% |
| 30D | +6.7% | -11.1% | +17.8% | +8.0% |
| 3M | -10.7% | -36.7% | +26.0% | -6.8% |
| 6M | -20.6% | -21.9% | +1.3% | -18.9% |
| YTD | -7.1% | +9.1% | -16.3% | -8.3% |
| 1Y | +62.0% | +30.0% | +32.0% | +56.9% |
| 3Y | +169.8% | +138.5% | +31.4% | +142.2% |
| 5Y | +161.5% | +158.3% | +3.1% | +129.5% |
| 10Y | +224.4% | +700.8% | -476.4% | +145.1% |
| All | +333.1% | +1,891.5% | -1,558.4% | +163.4% |
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