+153.1%
MAR vs MTZ
+156.0%
-2.9%
-30.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.7% | -3.5% | +2.8% | 0.0% |
| 7D | -2.1% | 0.0% | -2.0% | -2.1% |
| 30D | -5.7% | -14.8% | +9.2% | -2.5% |
| 3M | -14.6% | -30.8% | +16.2% | -9.3% |
| 6M | +1.3% | -22.6% | +24.0% | +3.8% |
| YTD | +6.7% | +6.8% | -0.1% | -0.4% |
| 1Y | +26.4% | +22.1% | +4.3% | +12.9% |
| 3Y | +64.7% | +153.1% | -88.4% | +16.5% |
| 5Y | +153.1% | +161.4% | -8.4% | +66.9% |
| All | +153.1% | +156.0% | -2.9% | +66.9% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling