+512.3%
F vs MTZ
+2,420.7%
-1,908.4%
-95.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.6% | +8.6% | -7.9% | -0.6% |
| 7D | -0.6% | -2.4% | +1.8% | -0.7% |
| 30D | +2.9% | -11.1% | +14.0% | +4.1% |
| 3M | -9.5% | -30.6% | +21.1% | -5.4% |
| 6M | +4.0% | -54.4% | +58.4% | +14.5% |
| YTD | -1.3% | -13.0% | +11.8% | -1.5% |
| 1Y | -1.9% | -5.7% | +3.7% | -3.4% |
| 3Y | +53.5% | +297.2% | -243.7% | +20.4% |
| 5Y | -15.1% | +95.9% | -111.0% | -27.2% |
| 10Y | +81.0% | +492.6% | -411.6% | +32.0% |
| All | +512.3% | +2,420.7% | -1,908.4% | +243.7% |
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 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