+2,446.2%
EXC vs MTZ
+2,311.2%
+135.0%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -4.3% | +4.1% | 0.0% |
| 7D | +0.1% | -8.7% | +8.8% | +0.4% |
| 30D | +9.0% | -15.0% | +24.0% | +9.8% |
| 3M | +3.3% | -32.6% | +35.9% | +5.2% |
| 6M | +5.7% | -56.3% | +62.0% | +9.7% |
| YTD | +7.3% | -16.8% | +24.2% | +7.3% |
| 1Y | +2.9% | -10.0% | +13.0% | +2.4% |
| 3Y | +29.3% | +267.1% | -237.8% | +17.3% |
| 5Y | +40.1% | +89.9% | -49.8% | +30.7% |
| 10Y | +197.7% | +442.2% | -244.6% | +158.0% |
| All | +2,446.2% | +2,311.2% | +135.0% | +1,921.3% |
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 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