+7.5%
SMR vs MTZ
+208.6%
-201.1%
-87.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.3% | -2.2% | -1.1% | -1.6% |
| 7D | +13.1% | +2.3% | +10.8% | +11.4% |
| 30D | +17.8% | -10.3% | +28.0% | +27.1% |
| 3M | +8.1% | -31.8% | +39.9% | +39.6% |
| 6M | -11.1% | -19.2% | +8.1% | -0.4% |
| YTD | -23.7% | +10.7% | -34.4% | -34.1% |
| 1Y | -69.4% | +37.5% | -107.0% | -77.7% |
| 3Y | +82.6% | +162.4% | -79.7% | -12.3% |
| All | +7.5% | +208.6% | -201.1% | -52.9% |
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