+1,862.7%
KMB vs MTZ
+2,337.1%
-474.4%
-37.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.3% | +2.1% |
| 7D | +0.9% | +5.0% | -4.1% | +0.7% |
| 30D | +10.1% | -6.0% | +16.1% | +10.2% |
| 3M | 0.0% | -36.1% | +36.2% | +1.5% |
| 6M | +15.7% | -56.9% | +72.6% | +18.8% |
| YTD | +12.6% | -15.9% | +28.6% | +12.5% |
| 1Y | +10.1% | -3.8% | +14.0% | +9.4% |
| 3Y | +2.1% | +272.3% | -270.1% | -5.0% |
| 5Y | -0.7% | +91.1% | -91.7% | -5.7% |
| 10Y | +38.5% | +426.0% | -387.5% | +23.7% |
| All | +1,862.7% | +2,337.1% | -474.4% | +1,436.2% |
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 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