+15.8%
EW vs MTZ
+166.7%
-150.9%
-37.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.8% | -7.3% | -3.9% |
| 7D | -4.4% | +3.6% | -8.0% | -4.8% |
| 30D | -3.3% | -9.6% | +6.3% | -2.5% |
| 3M | +1.0% | -31.9% | +33.0% | +4.2% |
| 6M | +6.2% | -13.8% | +20.0% | +5.5% |
| YTD | +1.7% | +13.3% | -11.5% | -2.8% |
| 1Y | +8.1% | +39.3% | -31.2% | -0.1% |
| All | +15.8% | +166.7% | -150.9% | -1.3% |
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