+2,016.3%
STM vs MTZ
+4,907.7%
-2,891.4%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +4.6% | -1.1% | +2.3% |
| 7D | +1.4% | +12.9% | -11.4% | -1.6% |
| 30D | -8.4% | -8.5% | +0.2% | -6.4% |
| 3M | -15.8% | -30.6% | +14.8% | -7.8% |
| 6M | -22.8% | -55.1% | +32.3% | -5.8% |
| YTD | +79.4% | -13.0% | +92.3% | +85.3% |
| 1Y | +97.0% | -4.3% | +101.2% | +98.5% |
| 3Y | +14.2% | +284.0% | -269.8% | -20.2% |
| 5Y | -4.5% | +97.7% | -102.1% | -23.1% |
| 10Y | +463.1% | +444.4% | +18.7% | +238.5% |
| All | +2,016.3% | +4,907.7% | -2,891.4% | +515.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling