+153.8%
B vs MTZ
+165.9%
-12.1%
-47.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +3.8% | -5.2% | -2.1% |
| 7D | +2.3% | +3.6% | -1.2% | +1.7% |
| 30D | +1.4% | -9.6% | +11.0% | +3.0% |
| 3M | +12.2% | -31.9% | +44.1% | +18.6% |
| 6M | -2.1% | -13.8% | +11.7% | -0.6% |
| YTD | +2.9% | +13.3% | -10.3% | 0.0% |
| 1Y | +55.3% | +39.3% | +16.0% | +46.3% |
| 3Y | +198.7% | +168.3% | +30.3% | +150.3% |
| 5Y | +153.8% | +166.4% | -12.6% | +97.9% |
| All | +153.8% | +165.9% | -12.1% | +97.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling