-10.0%
LOW vs MTZ
+151.6%
-161.6%
-30.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -3.5% | +2.5% | -0.6% |
| 7D | -2.6% | 0.0% | -2.6% | -2.6% |
| 30D | -11.1% | -14.8% | +3.7% | -9.7% |
| 3M | -8.5% | -30.8% | +22.3% | -6.0% |
| 6M | -20.8% | -22.6% | +1.8% | -20.3% |
| YTD | -17.2% | +6.8% | -24.0% | -20.7% |
| 1Y | -24.7% | +22.1% | -46.9% | -29.7% |
| All | -10.0% | +151.6% | -161.6% | -28.9% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling