+198.7%
B vs MTZ
+165.0%
+33.7%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.2% | -2.2% |
| 7D | +2.3% | +3.6% | -1.2% | +1.6% |
| 30D | +1.4% | -9.6% | +11.0% | +3.1% |
| 3M | +12.2% | -31.9% | +44.1% | +19.2% |
| 6M | -2.1% | -13.8% | +11.7% | -0.5% |
| YTD | +2.9% | +13.3% | -10.3% | -0.1% |
| 1Y | +55.3% | +39.3% | +16.0% | +45.8% |
| 3Y | +198.7% | +168.3% | +30.3% | +151.2% |
| All | +198.7% | +165.0% | +33.7% | +151.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling