+35.4%
BABA vs MTZ
+272.1%
-236.8%
-49.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.7% | +8.6% | -12.3% | -4.7% |
| 7D | +3.8% | -2.4% | +6.3% | +3.7% |
| 30D | -5.4% | -11.1% | +5.7% | -4.3% |
| 3M | -17.9% | -30.6% | +12.7% | -14.5% |
| 6M | -24.1% | -54.4% | +30.3% | -16.4% |
| YTD | -27.4% | -13.0% | -14.4% | -29.6% |
| 1Y | -36.1% | -5.7% | -30.4% | -38.9% |
| 3Y | +35.4% | +297.2% | -261.8% | -2.1% |
| All | +35.4% | +272.1% | -236.8% | -2.1% |
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