+112.4%
C vs MTZ
+90.6%
+21.8%
-40.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.5% | +8.6% | -6.1% | +0.4% |
| 7D | -0.9% | -2.4% | +1.5% | -0.9% |
| 30D | -5.4% | -11.1% | +5.7% | -3.4% |
| 3M | -9.2% | -30.6% | +21.5% | -1.6% |
| 6M | -1.8% | -54.4% | +52.5% | +16.8% |
| YTD | +6.7% | -13.0% | +19.7% | +5.0% |
| 1Y | +23.5% | -5.7% | +29.2% | +18.7% |
| 3Y | +219.8% | +297.2% | -77.4% | +103.4% |
| 5Y | +112.4% | +95.9% | +16.5% | +52.7% |
| All | +112.4% | +90.6% | +21.8% | +52.7% |
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