+803.7%
B vs MTZ
+3,062.5%
-2,258.8%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +2.1% | -4.3% | -2.3% |
| 7D | -1.6% | -1.6% | 0.0% | -1.5% |
| 30D | +9.4% | -11.1% | +20.5% | +10.0% |
| 3M | +5.0% | -36.7% | +41.7% | +7.1% |
| 6M | -3.5% | -21.9% | +18.4% | -2.6% |
| YTD | +4.5% | +9.1% | -4.7% | +3.8% |
| 1Y | +67.8% | +30.0% | +37.8% | +65.4% |
| 3Y | +196.7% | +138.5% | +58.2% | +182.9% |
| 5Y | +151.9% | +158.3% | -6.4% | +138.1% |
| 10Y | +202.2% | +700.8% | -498.6% | +168.8% |
| All | +803.7% | +3,062.5% | -2,258.8% | +745.4% |
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