+53.5%
F vs MTZ
+272.1%
-218.7%
-36.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.6% | -7.9% | -0.7% |
| 7D | -0.6% | -2.4% | +1.8% | -0.7% |
| 30D | +2.9% | -11.1% | +14.0% | +4.4% |
| 3M | -9.5% | -30.6% | +21.1% | -4.3% |
| 6M | +4.0% | -54.4% | +58.4% | +18.4% |
| YTD | -1.3% | -13.0% | +11.8% | -3.4% |
| 1Y | -1.9% | -5.7% | +3.7% | -6.0% |
| 3Y | +53.5% | +297.2% | -243.7% | -4.7% |
| All | +53.5% | +272.1% | -218.7% | -4.7% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling