+3,343.4%
STX vs MTZ
+773.6%
+2,569.8%
-57.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +3.5% | -7.3% | -5.0% |
| 7D | -2.3% | +1.4% | -3.6% | -2.7% |
| 30D | -5.5% | -14.5% | +9.0% | +0.3% |
| 3M | -4.3% | -32.9% | +28.6% | +10.3% |
| 6M | +115.6% | -20.8% | +136.5% | +136.3% |
| YTD | +202.2% | +10.6% | +191.6% | +197.2% |
| 1Y | +325.3% | +27.1% | +298.2% | +302.3% |
| 3Y | +1,283.9% | +166.1% | +1,117.8% | +910.8% |
| 5Y | +1,048.3% | +170.7% | +877.6% | +710.0% |
| All | +3,343.4% | +773.6% | +2,569.8% | +1,545.9% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling