-75.5%
SMR vs MTZ
+26.3%
-101.8%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.5% | -19.2% | -18.2% |
| 7D | -11.2% | +1.4% | -12.6% | -12.2% |
| 30D | -10.2% | -14.5% | +4.3% | -0.3% |
| 3M | -10.0% | -32.9% | +22.9% | +15.3% |
| 6M | -30.5% | -20.8% | -9.6% | -26.4% |
| YTD | -39.2% | +10.6% | -49.8% | -57.3% |
| 1Y | -75.5% | +27.1% | -102.6% | -84.5% |
| All | -75.5% | +26.3% | -101.8% | -84.5% |
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