+659.1%
B vs MTZ
+2,337.1%
-1,677.9%
-88.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -1.3% | +0.6% | -0.6% |
| 7D | -7.3% | +5.0% | -12.3% | -7.5% |
| 30D | -3.3% | -6.0% | +2.7% | -3.2% |
| 3M | -7.8% | -36.1% | +28.4% | -6.0% |
| 6M | -15.5% | -56.9% | +41.3% | -12.5% |
| YTD | -12.3% | -15.9% | +3.7% | -11.9% |
| 1Y | +5.4% | -3.8% | +9.2% | +5.2% |
| 3Y | +165.5% | +272.3% | -106.7% | +149.1% |
| 5Y | +107.0% | +91.1% | +16.0% | +98.1% |
| 10Y | +210.6% | +426.0% | -215.4% | +181.1% |
| All | +659.1% | +2,337.1% | -1,677.9% | +617.5% |
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