+764.4%
FIX vs MTZ
+155.1%
+609.3%
-46.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +0.4% |
| 7D | +6.0% | -1.6% | +7.6% | +7.2% |
| 30D | -7.2% | -11.1% | +3.8% | +0.9% |
| 3M | -15.9% | -36.7% | +20.9% | +14.7% |
| 6M | +12.7% | -21.9% | +34.7% | +32.0% |
| YTD | +72.8% | +9.1% | +63.7% | +59.5% |
| 1Y | +122.9% | +30.0% | +92.9% | +83.2% |
| All | +764.4% | +155.1% | +609.3% | +446.9% |
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