+45.4%
SMR vs MTZ
+160.5%
-115.0%
-85.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.7% | +3.5% | -19.2% | -19.1% |
| 7D | -11.2% | +1.4% | -12.6% | -12.6% |
| 30D | -10.2% | -14.5% | +4.3% | +2.8% |
| 3M | -10.0% | -32.9% | +22.9% | +23.8% |
| 6M | -30.5% | -20.8% | -9.6% | -21.3% |
| YTD | -39.2% | +10.6% | -49.8% | -53.0% |
| 1Y | -75.5% | +27.1% | -102.6% | -83.7% |
| 3Y | +45.4% | +166.1% | -120.7% | -60.9% |
| All | +45.4% | +160.5% | -115.0% | -60.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling