+7.7%
DIS vs MTZ
-12.2%
+20.0%
-20.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | -4.3% | +4.4% | -0.2% |
| 7D | +4.4% | -8.7% | +13.1% | +3.9% |
| 30D | +10.3% | -15.0% | +25.3% | +9.5% |
| 3M | +15.5% | -32.6% | +48.1% | +13.4% |
| 6M | +11.2% | -56.3% | +67.6% | +8.6% |
| YTD | +5.6% | -16.8% | +22.4% | -0.7% |
| 1Y | +7.7% | -10.0% | +17.8% | -2.2% |
| All | +7.7% | -12.2% | +20.0% | -2.2% |
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