+2,285.7%
STM vs MTZ
+6,178.6%
-3,892.8%
-94.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.3% |
| 7D | +5.8% | -1.6% | +7.4% | +6.2% |
| 30D | -1.0% | -11.1% | +10.1% | +2.0% |
| 3M | -33.3% | -36.7% | +3.4% | -25.2% |
| 6M | +57.4% | -21.9% | +79.3% | +67.6% |
| YTD | +102.2% | +9.1% | +93.1% | +97.6% |
| 1Y | +99.6% | +30.0% | +69.6% | +85.9% |
| 3Y | +14.5% | +138.5% | -123.9% | -10.9% |
| 5Y | +21.4% | +158.3% | -137.0% | -8.6% |
| 10Y | +695.0% | +700.8% | -5.8% | +335.1% |
| All | +2,285.7% | +6,178.6% | -3,892.8% | +556.3% |
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