+34,457.0%
LOW vs MTZ
+3,109.1%
+31,347.9%
-62.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | -2.2% | +1.1% | -0.8% |
| 7D | -0.6% | +2.3% | -2.9% | -0.9% |
| 30D | -9.3% | -10.3% | +1.0% | -8.1% |
| 3M | -8.1% | -31.8% | +23.8% | -4.6% |
| 6M | -19.8% | -19.2% | -0.6% | -18.7% |
| YTD | -16.4% | +10.7% | -27.1% | -18.8% |
| 1Y | -24.7% | +37.5% | -62.2% | -29.1% |
| 3Y | -8.8% | +162.4% | -171.2% | -22.8% |
| 5Y | +7.8% | +166.3% | -158.6% | -10.2% |
| 10Y | +233.8% | +753.2% | -519.3% | +134.7% |
| All | +34,457.0% | +3,109.1% | +31,347.9% | +16,253.4% |
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 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