-5.7%
STM vs MTZ
+88.6%
-94.4%
-66.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +2.3% |
| 7D | -7.9% | -8.7% | +0.8% | -4.5% |
| 30D | -14.1% | -15.0% | +0.8% | -8.3% |
| 3M | -17.6% | -32.6% | +15.0% | -3.0% |
| 6M | -24.2% | -56.3% | +32.1% | +6.5% |
| YTD | +73.3% | -16.8% | +90.1% | +87.3% |
| 1Y | +90.1% | -10.0% | +100.1% | +98.7% |
| 3Y | +10.3% | +267.1% | -256.8% | -39.3% |
| 5Y | -5.7% | +89.9% | -95.6% | -36.9% |
| All | -5.7% | +88.6% | -94.4% | -36.9% |
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