+131.6%
C vs MTZ
+165.9%
-34.3%
-42.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | +3.8% | -4.5% | -1.7% |
| 7D | +3.2% | +3.6% | -0.4% | +2.2% |
| 30D | +1.3% | -9.6% | +10.9% | +3.7% |
| 3M | +3.1% | -31.9% | +35.1% | +12.0% |
| 6M | +29.6% | -13.8% | +43.4% | +30.8% |
| YTD | +19.0% | +13.3% | +5.7% | +10.7% |
| 1Y | +45.6% | +39.3% | +6.4% | +26.9% |
| 3Y | +269.3% | +168.3% | +100.9% | +162.9% |
| 5Y | +131.6% | +166.4% | -34.8% | +57.8% |
| All | +131.6% | +165.9% | -34.3% | +57.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling