-9.2%
KMB vs MTZ
+168.0%
-177.2%
-34.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | +3.8% | -5.7% | -1.9% |
| 7D | -2.7% | +3.6% | -6.3% | -2.7% |
| 30D | -5.0% | -9.6% | +4.6% | -5.1% |
| 3M | +6.6% | -31.9% | +38.5% | +6.1% |
| 6M | +1.0% | -13.8% | +14.8% | +0.5% |
| YTD | +6.0% | +13.3% | -7.3% | +5.4% |
| 1Y | -16.6% | +39.3% | -55.9% | -17.2% |
| 3Y | -8.6% | +168.3% | -177.0% | -11.9% |
| All | -9.2% | +168.0% | -177.2% | -14.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling