+16.7%
BABA vs MTZ
+743.1%
-726.4%
-80.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | +3.8% | -4.3% | -1.2% |
| 7D | -0.2% | +3.6% | -3.7% | -0.9% |
| 30D | -12.3% | -9.6% | -2.6% | -10.8% |
| 3M | -5.3% | -31.9% | +26.6% | +0.4% |
| 6M | -13.1% | -13.8% | +0.7% | -12.7% |
| YTD | -22.4% | +13.3% | -35.7% | -26.7% |
| 1Y | -19.5% | +39.3% | -58.8% | -27.3% |
| 3Y | +32.9% | +168.3% | -135.4% | +0.8% |
| 5Y | -29.9% | +166.4% | -196.3% | -48.0% |
| 10Y | +16.7% | +739.9% | -723.2% | -30.0% |
| All | +16.7% | +743.1% | -726.4% | -30.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling