+3.8%
EXC vs MTZ
+31.7%
-27.9%
-13.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | -0.8% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -2.4% | -14.8% | +12.5% | -2.7% |
| 3M | -4.0% | -30.8% | +26.8% | -4.9% |
| 6M | -9.8% | -22.6% | +12.8% | -10.8% |
| YTD | +2.3% | +6.8% | -4.5% | +0.5% |
| 1Y | +3.8% | +22.1% | -18.3% | +3.5% |
| All | +3.8% | +31.7% | -27.9% | +3.5% |
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 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