-17.3%
MCD vs MTZ
+30.9%
-48.1%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.5% | +2.1% | -3.6% | -1.3% |
| 7D | -2.8% | -1.6% | -1.2% | -3.0% |
| 30D | -6.0% | -11.1% | +5.1% | -6.9% |
| 3M | -5.6% | -36.7% | +31.1% | -9.2% |
| 6M | -21.9% | -21.9% | +0.1% | -23.7% |
| YTD | -14.7% | +9.1% | -23.8% | -13.9% |
| 1Y | -17.3% | +30.0% | -47.2% | -14.2% |
| All | -17.3% | +30.9% | -48.1% | -14.2% |
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