+44.9%
C vs MTZ
+30.9%
+14.0%
-14.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | +2.1% | -2.4% | -0.7% |
| 7D | +3.6% | -1.6% | +5.2% | +3.9% |
| 30D | +0.1% | -11.1% | +11.1% | +2.0% |
| 3M | +2.4% | -36.7% | +39.1% | +9.9% |
| 6M | +24.9% | -21.9% | +46.9% | +26.5% |
| YTD | +19.8% | +9.1% | +10.7% | +12.5% |
| 1Y | +44.9% | +30.0% | +14.9% | +33.4% |
| All | +44.9% | +30.9% | +14.0% | +33.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling