-10.4%
DOW vs MTZ
+419.7%
-430.1%
-64.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | +3.8% | -3.3% | -0.8% |
| 7D | -2.9% | +3.6% | -6.5% | -4.0% |
| 30D | +2.0% | -9.6% | +11.6% | +5.0% |
| 3M | -12.5% | -31.9% | +19.4% | -4.3% |
| 6M | -9.2% | -13.8% | +4.6% | -10.1% |
| YTD | +30.8% | +13.3% | +17.5% | +16.0% |
| 1Y | +29.4% | +39.3% | -9.9% | +5.4% |
| 3Y | -34.6% | +168.3% | -202.9% | -61.9% |
| 5Y | -35.9% | +166.4% | -202.3% | -65.0% |
| All | -10.4% | +419.7% | -430.1% | -67.5% |
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 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