+274.5%
IR vs MTZ
+420.6%
-146.1%
-50.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | +0.6% |
| 7D | -3.1% | 0.0% | -3.0% | -3.1% |
| 30D | -14.0% | -14.8% | +0.8% | -9.4% |
| 3M | +3.7% | -30.8% | +34.5% | +14.3% |
| 6M | -15.4% | -22.6% | +7.2% | -11.2% |
| YTD | -7.7% | +6.8% | -14.5% | -14.6% |
| 1Y | -8.8% | +22.1% | -31.0% | -20.2% |
| 3Y | +5.6% | +153.1% | -147.5% | -33.5% |
| 5Y | +34.3% | +161.4% | -127.1% | -20.5% |
| All | +274.5% | +420.6% | -146.1% | +48.2% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling