+4,224.1%
KO vs MTZ
+2,996.0%
+1,228.1%
-55.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -3.5% | +3.8% | +0.5% |
| 7D | -1.1% | 0.0% | -1.1% | -1.1% |
| 30D | +1.6% | -14.8% | +16.4% | +2.2% |
| 3M | +5.8% | -30.8% | +36.6% | +7.0% |
| 6M | +14.3% | -22.6% | +36.9% | +14.9% |
| YTD | +27.3% | +6.8% | +20.5% | +26.1% |
| 1Y | +33.2% | +22.1% | +11.0% | +31.0% |
| 3Y | +64.5% | +153.1% | -88.6% | +54.8% |
| 5Y | +83.1% | +161.4% | -78.3% | +70.9% |
| 10Y | +183.9% | +723.1% | -539.2% | +148.4% |
| All | +4,224.1% | +2,996.0% | +1,228.1% | +3,398.4% |
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 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