+465.1%
STM vs MTZ
+420.7%
+44.3%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | -1.3% | +1.8% | +1.1% |
| 7D | +12.0% | +5.0% | +7.0% | +9.7% |
| 30D | -0.4% | -6.0% | +5.6% | +1.6% |
| 3M | -13.2% | -36.1% | +22.9% | +3.3% |
| 6M | -26.1% | -56.9% | +30.8% | +2.0% |
| YTD | +81.2% | -15.9% | +97.1% | +92.7% |
| 1Y | +98.3% | -3.8% | +102.2% | +100.0% |
| 3Y | +16.7% | +272.3% | -255.5% | -33.7% |
| 5Y | -4.8% | +91.1% | -95.9% | -33.1% |
| All | +465.1% | +420.7% | +44.3% | +155.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling