+21.1%
STM vs MTZ
+165.0%
-143.9%
-64.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -2.1% |
| 7D | +5.2% | +3.6% | +1.7% | +3.6% |
| 30D | -7.4% | -9.6% | +2.3% | -3.5% |
| 3M | -30.6% | -31.9% | +1.3% | -19.5% |
| 6M | +66.4% | -13.8% | +80.2% | +78.1% |
| YTD | +101.1% | +13.3% | +87.9% | +95.4% |
| 1Y | +97.4% | +39.3% | +58.1% | +77.4% |
| 3Y | +21.1% | +168.3% | -147.2% | -12.7% |
| All | +21.1% | +165.0% | -143.9% | -12.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling