+165.5%
B vs MTZ
+271.0%
-105.4%
-33.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.4% |
| 7D | -7.3% | +5.0% | -12.3% | -8.1% |
| 30D | -3.3% | -6.0% | +2.7% | -3.0% |
| 3M | -7.8% | -36.1% | +28.4% | -0.1% |
| 6M | -15.5% | -56.9% | +41.3% | -1.7% |
| YTD | -12.3% | -15.9% | +3.7% | -11.2% |
| 1Y | +5.4% | -3.8% | +9.2% | +3.9% |
| 3Y | +165.5% | +272.3% | -106.7% | +111.9% |
| All | +165.5% | +271.0% | -105.4% | +111.9% |
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 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