+21.1%
STM vs MTZ
+162.0%
-140.9%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.4% | +0.2% |
| 7D | +1.7% | +2.3% | -0.6% | +0.6% |
| 30D | -5.2% | -10.3% | +5.1% | -0.7% |
| 3M | -29.6% | -31.8% | +2.2% | -17.7% |
| 6M | +54.4% | -19.2% | +73.5% | +68.8% |
| YTD | +99.5% | +10.7% | +88.8% | +91.7% |
| 1Y | +100.8% | +37.5% | +63.2% | +75.3% |
| 3Y | +20.2% | +162.4% | -142.2% | -23.2% |
| 5Y | +21.1% | +166.3% | -145.2% | -29.5% |
| All | +21.1% | +162.0% | -140.9% | -29.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling