-11.7%
KR vs MTZ
+30.9%
-42.5%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | +0.5% |
| 7D | +1.5% | -1.6% | +3.1% | +1.3% |
| 30D | +4.1% | -11.1% | +15.2% | +2.4% |
| 3M | -5.2% | -36.7% | +31.5% | -10.8% |
| 6M | -12.8% | -21.9% | +9.2% | -14.6% |
| YTD | -4.6% | +9.1% | -13.7% | -2.8% |
| 1Y | -11.7% | +30.0% | -41.6% | -7.1% |
| All | -11.7% | +30.9% | -42.5% | -7.1% |
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 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