+1,822.5%
KMB vs MTZ
+2,368.0%
-545.5%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | -2.2% | +0.6% | -1.5% |
| 7D | -3.0% | +16.5% | -19.4% | -3.5% |
| 30D | +9.1% | -10.2% | +19.3% | +9.3% |
| 3M | -0.4% | -34.2% | +33.7% | +0.9% |
| 6M | +13.0% | -56.0% | +68.9% | +15.9% |
| YTD | +10.3% | -14.8% | +25.2% | +10.1% |
| 1Y | +8.2% | -7.2% | +15.5% | +7.6% |
| 3Y | +0.4% | +275.8% | -275.4% | -6.7% |
| 5Y | -2.7% | +93.5% | -96.2% | -7.7% |
| 10Y | +35.7% | +432.7% | -397.0% | +21.2% |
| All | +1,822.5% | +2,368.0% | -545.5% | +1,404.1% |
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 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