+4,181.3%
KR vs MTZ
+2,996.0%
+1,185.3%
-66.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.9% | -3.5% | +4.4% | +1.1% |
| 7D | -2.7% | 0.0% | -2.6% | -2.7% |
| 30D | +1.9% | -14.8% | +16.8% | +2.7% |
| 3M | -11.0% | -30.8% | +19.8% | -9.8% |
| 6M | -20.2% | -22.6% | +2.4% | -19.7% |
| YTD | -7.3% | +6.8% | -14.1% | -8.5% |
| 1Y | -13.1% | +22.1% | -35.2% | -15.0% |
| 3Y | +29.7% | +153.1% | -123.4% | +20.1% |
| 5Y | +48.8% | +161.4% | -112.7% | +36.2% |
| 10Y | +122.8% | +723.1% | -600.3% | +86.5% |
| All | +4,181.3% | +2,996.0% | +1,185.3% | +2,997.8% |
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 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