+43.2%
KO vs MTZ
-14.7%
+57.9%
-7.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.1% | -15.4% | +16.4% | -0.2% |
| 7D | +4.4% | -7.4% | +11.8% | +3.9% |
| 30D | +10.7% | -23.6% | +34.3% | +8.6% |
| 3M | +11.3% | -38.3% | +49.6% | +7.4% |
| 6M | +24.0% | -60.6% | +84.6% | +16.7% |
| YTD | +39.7% | -22.9% | +62.6% | +38.9% |
| 1Y | +43.2% | -14.3% | +57.5% | +41.4% |
| All | +43.2% | -14.7% | +57.9% | +41.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling