+52.0%
KR vs MTZ
+168.2%
-116.2%
-31.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.7% | +3.5% | -0.8% | +2.8% |
| 7D | -0.2% | +1.4% | -1.5% | -0.1% |
| 30D | +5.1% | -14.5% | +19.5% | +4.5% |
| 3M | -8.2% | -32.9% | +24.8% | -9.2% |
| 6M | -18.0% | -20.8% | +2.9% | -18.7% |
| YTD | -4.8% | +10.6% | -15.4% | -5.4% |
| 1Y | -11.0% | +27.1% | -38.1% | -11.6% |
| 3Y | +37.7% | +166.1% | -128.5% | +33.9% |
| All | +52.0% | +168.2% | -116.2% | +43.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling