+6,354.3%
SO vs MTZ
+2,337.1%
+4,017.2%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.2% | -1.3% | +2.5% | +1.2% |
| 7D | +1.4% | +5.0% | -3.6% | +1.2% |
| 30D | +4.7% | -6.0% | +10.7% | +4.8% |
| 3M | +1.7% | -36.1% | +37.8% | +2.9% |
| 6M | +2.2% | -56.9% | +59.0% | +4.4% |
| YTD | +10.0% | -15.9% | +25.9% | +10.0% |
| 1Y | +6.0% | -3.8% | +9.9% | +5.6% |
| 3Y | +54.1% | +272.3% | -218.1% | +45.8% |
| 5Y | +79.6% | +91.1% | -11.4% | +72.8% |
| 10Y | +195.5% | +426.0% | -230.5% | +172.4% |
| All | +6,354.3% | +2,337.1% | +4,017.2% | +5,405.7% |
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