+1,027.9%
C vs MTZ
+2,311.2%
-1,283.3%
-98.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.2% | -4.3% | +4.6% | +1.0% |
| 7D | -0.4% | -8.7% | +8.4% | +0.9% |
| 30D | -5.2% | -15.0% | +9.8% | -2.9% |
| 3M | -9.1% | -32.6% | +23.5% | -3.2% |
| 6M | -1.6% | -56.3% | +54.8% | +12.3% |
| YTD | +6.9% | -16.8% | +23.8% | +7.8% |
| 1Y | +23.0% | -10.0% | +33.0% | +22.1% |
| 3Y | +216.1% | +267.1% | -51.0% | +137.8% |
| 5Y | +112.2% | +89.9% | +22.4% | +75.8% |
| 10Y | +208.8% | +442.2% | -233.5% | +110.0% |
| All | +1,027.9% | +2,311.2% | -1,283.3% | +417.1% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling