+27.5%
F vs MTZ
+39.1%
-11.6%
-23.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.2% | +3.8% | -8.0% | -4.7% |
| 7D | +1.2% | +3.6% | -2.4% | +0.7% |
| 30D | +1.2% | -9.6% | +10.9% | +2.4% |
| 3M | -5.7% | -31.9% | +26.3% | -1.1% |
| 6M | +17.9% | -13.8% | +31.7% | +17.5% |
| YTD | +10.4% | +13.3% | -2.8% | +3.8% |
| All | +27.5% | +39.1% | -11.6% | +15.4% |
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