+1.5%
SMR vs MTZ
+197.7%
-196.2%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.6% | -3.5% | -2.0% | -2.8% |
| 7D | +4.7% | 0.0% | +4.8% | +5.1% |
| 30D | +3.2% | -14.8% | +18.1% | +16.0% |
| 3M | +9.9% | -30.8% | +40.7% | +39.9% |
| 6M | -15.1% | -22.6% | +7.5% | -1.5% |
| YTD | -27.9% | +6.8% | -34.8% | -36.0% |
| 1Y | -70.2% | +22.1% | -92.4% | -76.0% |
| 3Y | +72.5% | +153.1% | -80.6% | -14.7% |
| All | +1.5% | +197.7% | -196.2% | -54.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling