-3.5%
F vs MTZ
-12.2%
+8.8%
-32.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -4.3% | +2.4% | -1.6% |
| 7D | -0.2% | -8.7% | +8.5% | +0.2% |
| 30D | +0.9% | -15.0% | +15.9% | +2.0% |
| 3M | -11.3% | -32.6% | +21.3% | -8.4% |
| 6M | +2.0% | -56.3% | +58.4% | +12.2% |
| YTD | -3.2% | -16.8% | +13.6% | -4.5% |
| 1Y | -3.5% | -10.0% | +6.6% | -8.0% |
| All | -3.5% | -12.2% | +8.8% | -8.0% |
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