+111.9%
KMI vs MTZ
+1,461.8%
-1,350.0%
-72.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.8% | -2.2% | +0.5% | -1.2% |
| 7D | -1.8% | +2.3% | -4.0% | -2.3% |
| 30D | +0.1% | -10.3% | +10.4% | +2.6% |
| 3M | +1.2% | -31.8% | +33.0% | +8.8% |
| 6M | -3.9% | -19.2% | +15.3% | -2.0% |
| YTD | +17.5% | +10.7% | +6.8% | +9.5% |
| 1Y | +22.6% | +37.5% | -14.9% | +6.7% |
| 3Y | +116.3% | +162.4% | -46.1% | +49.7% |
| 5Y | +157.6% | +166.3% | -8.7% | +70.2% |
| 10Y | +136.6% | +753.2% | -616.6% | +3.6% |
| All | +111.9% | +1,461.8% | -1,350.0% | -23.6% |
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