+45.3%
SO vs MTZ
+165.0%
-119.8%
-15.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +3.8% | -2.8% | +1.1% |
| 7D | +1.0% | +3.6% | -2.5% | +1.1% |
| 30D | -3.2% | -9.6% | +6.4% | -3.4% |
| 3M | -1.7% | -31.9% | +30.2% | -2.3% |
| 6M | -7.2% | -13.8% | +6.6% | -7.3% |
| YTD | +4.6% | +13.3% | -8.7% | +5.2% |
| 1Y | +1.2% | +39.3% | -38.1% | +2.4% |
| 3Y | +45.3% | +168.3% | -123.1% | +49.4% |
| All | +45.3% | +165.0% | -119.8% | +49.4% |
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