+96.5%
STM vs MTZ
-14.7%
+111.2%
-44.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -6.1% | -15.4% | +9.3% | +2.1% |
| 7D | -6.0% | -7.4% | +1.4% | -3.0% |
| 30D | -20.9% | -23.6% | +2.7% | -9.2% |
| 3M | -15.8% | -38.3% | +22.6% | +8.4% |
| 6M | -17.0% | -60.6% | +43.5% | +34.4% |
| YTD | +76.8% | -22.9% | +99.7% | +118.7% |
| 1Y | +96.5% | -14.3% | +110.8% | +129.3% |
| All | +96.5% | -14.7% | +111.2% | +129.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling