+20.6%
ABNB vs MTZ
+273.0%
-252.4%
-62.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +3.8% | -7.9% | -5.2% |
| 7D | -4.4% | +3.6% | -7.9% | -5.5% |
| 30D | -2.0% | -9.6% | +7.7% | +0.4% |
| 3M | +29.8% | -31.9% | +61.8% | +41.5% |
| 6M | +31.0% | -13.8% | +44.8% | +29.6% |
| YTD | +28.6% | +13.3% | +15.3% | +14.3% |
| 1Y | +40.1% | +39.3% | +0.8% | +13.7% |
| 3Y | +19.7% | +168.3% | -148.6% | -28.9% |
| 5Y | +6.5% | +166.4% | -159.9% | -40.6% |
| All | +20.6% | +273.0% | -252.4% | -31.8% |
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