+20.4%
KWEB vs MTZ
+616.6%
-596.2%
-80.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +3.5% | -2.9% | -0.1% |
| 7D | -5.6% | +1.4% | -6.9% | -5.9% |
| 30D | -10.7% | -14.5% | +3.8% | -7.9% |
| 3M | -7.4% | -32.9% | +25.5% | -1.0% |
| 6M | -19.3% | -20.8% | +1.5% | -17.4% |
| YTD | -27.8% | +10.6% | -38.4% | -31.6% |
| 1Y | -35.9% | +27.1% | -63.0% | -41.4% |
| 3Y | -1.9% | +166.1% | -168.1% | -27.3% |
| 5Y | -43.2% | +170.7% | -213.9% | -58.9% |
| 10Y | -21.2% | +752.2% | -773.4% | -58.6% |
| All | +20.4% | +616.6% | -596.2% | -35.2% |
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 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