+15,689.5%
MA vs MTZ
+1,388.6%
+14,300.9%
-62.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | +8.6% | -8.1% | -1.5% |
| 7D | -0.3% | -2.4% | +2.1% | -0.5% |
| 30D | +11.3% | -11.1% | +22.4% | +13.3% |
| 3M | +16.7% | -30.6% | +47.3% | +25.0% |
| 6M | +32.8% | -54.4% | +87.1% | +53.8% |
| YTD | +15.6% | -13.0% | +28.6% | +12.7% |
| 1Y | +19.6% | -5.7% | +25.3% | +13.9% |
| 3Y | +72.1% | +297.2% | -225.1% | +7.3% |
| 5Y | +96.0% | +95.9% | +0.2% | +41.7% |
| 10Y | +554.8% | +492.6% | +62.1% | +220.4% |
| All | +15,689.5% | +1,388.6% | +14,300.9% | +4,595.7% |
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