+57.4%
MAR vs MTZ
-14.7%
+72.0%
-18.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.0% | -15.4% | +17.4% | +2.4% |
| 7D | +7.7% | -7.4% | +15.1% | +7.8% |
| 30D | +19.4% | -23.6% | +43.0% | +20.1% |
| 3M | +23.3% | -38.3% | +61.6% | +24.9% |
| 6M | +22.8% | -60.6% | +83.4% | +27.9% |
| YTD | +37.8% | -22.9% | +60.7% | +32.1% |
| 1Y | +57.4% | -14.3% | +71.6% | +46.3% |
| All | +57.4% | -14.7% | +72.0% | +46.3% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling