+10.6%
KR vs MTZ
-14.7%
+25.3%
-26.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.2% | -15.4% | +18.6% | +0.4% |
| 7D | +6.1% | -7.4% | +13.5% | +4.9% |
| 30D | +17.3% | -23.6% | +40.9% | +12.4% |
| 3M | +20.2% | -38.3% | +58.5% | +11.6% |
| 6M | +3.3% | -60.6% | +63.9% | -10.2% |
| YTD | +12.3% | -22.9% | +35.2% | +10.3% |
| 1Y | +10.6% | -14.3% | +24.9% | +10.2% |
| All | +10.6% | -14.7% | +25.3% | +10.2% |
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 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