+43.3%
DIS vs MTZ
+237.5%
-194.2%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | +9.5% | -9.9% | -1.1% |
| 7D | +5.2% | -6.4% | +11.7% | +5.5% |
| 30D | +11.5% | -22.1% | +33.5% | +13.5% |
| 3M | +11.5% | -32.7% | +44.2% | +14.8% |
| 6M | +8.9% | -59.8% | +68.7% | +18.3% |
| YTD | +3.4% | -19.9% | +23.3% | -0.4% |
| 1Y | +7.2% | -11.5% | +18.7% | +1.2% |
| 3Y | +43.3% | +258.1% | -214.8% | +19.8% |
| All | +43.3% | +237.5% | -194.2% | +19.8% |
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 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