-33.9%
KWEB vs MTZ
-14.7%
-19.3%
-39.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.5% | -15.4% | +19.9% | +5.1% |
| 7D | +5.8% | -7.4% | +13.2% | +5.7% |
| 30D | -1.0% | -23.6% | +22.6% | +0.1% |
| 3M | -15.8% | -38.3% | +22.5% | -13.9% |
| 6M | -14.9% | -60.6% | +45.7% | -8.9% |
| YTD | -28.6% | -22.9% | -5.7% | -35.5% |
| 1Y | -33.9% | -14.3% | -19.7% | -42.4% |
| All | -33.9% | -14.7% | -19.3% | -42.4% |
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 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