+219.5%
SLV vs MTZ
+1,434.7%
-1,215.2%
-76.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.3% | -0.9% | -2.1% |
| 7D | -5.8% | +5.0% | -10.8% | -6.3% |
| 30D | -12.1% | -6.0% | -6.1% | -11.9% |
| 3M | -24.1% | -36.1% | +12.0% | -20.8% |
| 6M | -44.4% | -56.9% | +12.5% | -39.8% |
| YTD | -31.5% | -15.9% | -15.6% | -30.8% |
| 1Y | -6.9% | -3.8% | -3.1% | -7.2% |
| 3Y | +116.0% | +272.3% | -156.3% | +86.4% |
| 5Y | +88.4% | +91.1% | -2.6% | +70.0% |
| 10Y | +167.9% | +426.0% | -258.0% | +110.9% |
| All | +219.5% | +1,434.7% | -1,215.2% | +98.9% |
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