+12,471.5%
FIX vs MTZ
+648.0%
+11,823.4%
-93.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.9% | +2.1% | -0.2% | +1.3% |
| 7D | +6.0% | -1.6% | +7.6% | +6.5% |
| 30D | -7.2% | -11.1% | +3.8% | -4.1% |
| 3M | -15.9% | -36.7% | +20.9% | -4.6% |
| 6M | +12.7% | -21.9% | +34.7% | +21.4% |
| YTD | +72.8% | +9.1% | +63.7% | +70.4% |
| 1Y | +122.9% | +30.0% | +92.9% | +110.8% |
| 3Y | +774.3% | +138.5% | +635.9% | +614.6% |
| 5Y | +2,049.5% | +158.3% | +1,891.1% | +1,591.4% |
| 10Y | +5,821.5% | +700.8% | +5,120.7% | +3,385.8% |
| All | +12,471.5% | +648.0% | +11,823.4% | +4,794.8% |
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