+655.9%
STM vs MTZ
+773.6%
-117.7%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | +3.5% | -2.0% | +0.1% |
| 7D | -1.4% | +1.4% | -2.8% | -2.0% |
| 30D | -4.9% | -14.5% | +9.6% | +1.1% |
| 3M | -34.0% | -32.9% | -1.0% | -23.4% |
| 6M | +51.8% | -20.8% | +72.7% | +65.8% |
| YTD | +99.4% | +10.6% | +88.8% | +91.1% |
| 1Y | +99.1% | +27.1% | +72.0% | +80.0% |
| 3Y | +19.5% | +166.1% | -146.7% | -22.9% |
| 5Y | +19.5% | +170.7% | -151.2% | -25.8% |
| All | +655.9% | +773.6% | -117.7% | +216.2% |
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