+211.9%
B vs MTZ
+729.4%
-517.5%
-53.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -2.2% | +3.3% | +1.3% |
| 7D | +1.0% | +2.3% | -1.2% | +0.8% |
| 30D | +9.5% | -10.3% | +19.8% | +10.6% |
| 3M | +14.3% | -31.8% | +46.2% | +18.4% |
| 6M | -1.9% | -19.2% | +17.3% | -0.1% |
| YTD | +4.1% | +10.7% | -6.6% | +2.8% |
| 1Y | +56.1% | +37.5% | +18.6% | +51.3% |
| 3Y | +202.0% | +162.4% | +39.7% | +174.0% |
| 5Y | +158.8% | +166.3% | -7.5% | +131.5% |
| 10Y | +211.9% | +753.2% | -541.3% | +164.2% |
| All | +211.9% | +729.4% | -517.5% | +164.2% |
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