+2,439.3%
MAR vs MTZ
+1,098.4%
+1,340.9%
-75.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.3% | +3.8% | -6.1% | -3.0% |
| 7D | -1.7% | +3.6% | -5.3% | -2.4% |
| 30D | -6.9% | -9.6% | +2.7% | -5.2% |
| 3M | -15.8% | -31.9% | +16.1% | -10.8% |
| 6M | +1.9% | -13.8% | +15.8% | +2.7% |
| YTD | +6.6% | +13.3% | -6.6% | +1.3% |
| 1Y | +23.7% | +39.3% | -15.6% | +12.2% |
| 3Y | +64.6% | +168.3% | -103.8% | +27.2% |
| 5Y | +156.4% | +166.4% | -10.0% | +95.0% |
| 10Y | +415.4% | +739.9% | -324.5% | +207.9% |
| All | +2,439.3% | +1,098.4% | +1,340.9% | +868.3% |
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 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