-8.8%
IR vs MTZ
+31.7%
-40.5%
-30.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.9% | -0.1% |
| 7D | -3.1% | 0.0% | -3.0% | -3.1% |
| 30D | -14.0% | -14.8% | +0.8% | -11.8% |
| 3M | +3.7% | -30.8% | +34.5% | +8.1% |
| 6M | -15.4% | -22.6% | +7.2% | -15.7% |
| YTD | -7.7% | +6.8% | -14.5% | -16.8% |
| 1Y | -8.8% | +22.1% | -31.0% | -23.1% |
| All | -8.8% | +31.7% | -40.5% | -23.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling