+5,976.4%
SO vs MTZ
+3,062.5%
+2,913.8%
-38.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +2.1% | -2.9% | -0.8% |
| 7D | -0.2% | -1.6% | +1.4% | -0.1% |
| 30D | -4.6% | -11.1% | +6.5% | -4.3% |
| 3M | -3.0% | -36.7% | +33.7% | -1.9% |
| 6M | -8.3% | -21.9% | +13.7% | -7.9% |
| YTD | +3.5% | +9.1% | -5.6% | +2.9% |
| 1Y | -0.9% | +30.0% | -30.9% | -2.2% |
| 3Y | +45.4% | +138.5% | -93.1% | +39.7% |
| 5Y | +59.6% | +158.3% | -98.7% | +52.3% |
| 10Y | +156.6% | +700.8% | -544.2% | +134.0% |
| All | +5,976.4% | +3,062.5% | +2,913.8% | +5,049.5% |
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