+2,340.5%
EXC vs MTZ
+3,062.5%
-722.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.2% |
| 7D | +0.3% | -1.6% | +1.9% | +0.4% |
| 30D | -3.7% | -11.1% | +7.4% | -3.2% |
| 3M | -1.3% | -36.7% | +35.4% | +0.8% |
| 6M | -9.7% | -21.9% | +12.2% | -9.0% |
| YTD | +2.9% | +9.1% | -6.2% | +1.7% |
| 1Y | +4.4% | +30.0% | -25.6% | +2.0% |
| 3Y | +22.2% | +138.5% | -116.2% | +13.8% |
| 5Y | +46.7% | +158.3% | -111.6% | +34.9% |
| 10Y | +155.3% | +700.8% | -545.4% | +117.4% |
| All | +2,340.5% | +3,062.5% | -722.0% | +1,814.2% |
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