+13,824.2%
MA vs MTZ
+1,767.6%
+12,056.5%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.1% | +2.1% | -3.2% | -1.6% |
| 7D | -2.7% | -1.6% | -1.1% | -2.4% |
| 30D | +1.5% | -11.1% | +12.6% | +3.9% |
| 3M | +20.4% | -36.7% | +57.1% | +31.2% |
| 6M | +11.1% | -21.9% | +33.1% | +13.8% |
| YTD | +2.0% | +9.1% | -7.2% | -4.5% |
| 1Y | -2.2% | +30.0% | -32.1% | -12.9% |
| 3Y | +41.9% | +138.5% | -96.6% | +2.3% |
| 5Y | +75.4% | +158.3% | -83.0% | +20.1% |
| 10Y | +527.5% | +700.8% | -173.2% | +188.6% |
| All | +13,824.2% | +1,767.6% | +12,056.5% | +3,880.6% |
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