+21.9%
BABA vs MTZ
+271.0%
-249.1%
-49.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | -1.3% | +1.3% | +0.2% |
| 7D | -13.8% | +5.0% | -18.8% | -14.3% |
| 30D | -15.1% | -6.0% | -9.1% | -14.8% |
| 3M | -22.7% | -36.1% | +13.4% | -18.6% |
| 6M | -34.7% | -56.9% | +22.2% | -27.5% |
| YTD | -35.0% | -15.9% | -19.1% | -36.7% |
| 1Y | -40.4% | -3.8% | -36.6% | -43.4% |
| 3Y | +21.9% | +272.3% | -250.3% | -10.8% |
| All | +21.9% | +271.0% | -249.1% | -10.8% |
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