+3.7%
F vs MTZ
-14.7%
+18.4%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.9% | -15.4% | +18.3% | +4.0% |
| 7D | +6.0% | -7.4% | +13.4% | +6.2% |
| 30D | +4.3% | -23.6% | +27.9% | +6.3% |
| 3M | -10.1% | -38.3% | +28.3% | -6.4% |
| 6M | +12.8% | -60.6% | +73.4% | +25.4% |
| YTD | -0.1% | -22.9% | +22.8% | -1.4% |
| 1Y | +3.7% | -14.3% | +18.0% | -2.4% |
| All | +3.7% | -14.7% | +18.4% | -2.4% |
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