+15,612.2%
MA vs MTZ
+1,357.5%
+14,254.7%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | -2.2% | +0.9% | -0.7% |
| 7D | -0.5% | +16.5% | -17.0% | -4.2% |
| 30D | +7.9% | -10.2% | +18.1% | +9.5% |
| 3M | +16.8% | -34.2% | +50.9% | +26.6% |
| 6M | +31.0% | -56.0% | +86.9% | +52.9% |
| YTD | +15.0% | -14.8% | +29.9% | +12.6% |
| 1Y | +17.0% | -7.2% | +24.3% | +11.9% |
| 3Y | +68.5% | +275.8% | -207.3% | +6.5% |
| 5Y | +85.0% | +93.5% | -8.5% | +34.0% |
| 10Y | +561.3% | +432.7% | +128.7% | +232.6% |
| All | +15,612.2% | +1,357.5% | +14,254.7% | +4,592.6% |
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