+32.8%
DIS vs MTZ
+165.0%
-132.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.2% | +3.8% | -4.0% | -0.6% |
| 7D | -1.1% | +3.6% | -4.6% | -1.4% |
| 30D | +0.1% | -9.6% | +9.8% | +1.0% |
| 3M | +7.1% | -31.9% | +39.0% | +10.4% |
| 6M | +4.3% | -13.8% | +18.1% | +3.2% |
| YTD | -6.9% | +13.3% | -20.2% | -12.2% |
| 1Y | -10.3% | +39.3% | -49.6% | -18.8% |
| 3Y | +32.8% | +168.3% | -135.5% | +8.5% |
| All | +32.8% | +165.0% | -132.2% | +8.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling