+3,354.6%
ASX vs MTZ
+478.7%
+2,875.9%
-74.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.3% | -4.3% | +7.6% | +4.2% |
| 7D | -9.1% | -8.7% | -0.4% | -7.2% |
| 30D | -23.6% | -15.0% | -8.6% | -20.8% |
| 3M | -5.6% | -32.6% | +27.0% | +2.8% |
| 6M | +4.7% | -56.3% | +61.0% | +25.4% |
| YTD | +122.6% | -16.8% | +139.4% | +132.2% |
| 1Y | +133.0% | -10.0% | +143.0% | +139.1% |
| 3Y | +367.1% | +267.1% | +100.0% | +256.2% |
| 5Y | +504.7% | +89.9% | +414.9% | +414.0% |
| 10Y | +887.2% | +442.2% | +445.0% | +542.6% |
| All | +3,354.6% | +478.7% | +2,875.9% | +1,669.0% |
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