+8.5%
IR vs MTZ
+165.0%
-156.5%
-36.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.8% | -5.4% | -2.5% |
| 7D | +0.6% | +3.6% | -2.9% | -0.2% |
| 30D | -13.6% | -9.6% | -4.0% | -11.8% |
| 3M | +3.7% | -31.9% | +35.6% | +11.6% |
| 6M | -13.1% | -13.8% | +0.8% | -12.9% |
| YTD | -5.1% | +13.3% | -18.4% | -12.1% |
| 1Y | -6.5% | +39.3% | -45.7% | -18.4% |
| 3Y | +8.5% | +168.3% | -159.8% | -10.1% |
| All | +8.5% | +165.0% | -156.5% | -10.1% |
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 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