-16.8%
MCD vs MTZ
+36.0%
-52.8%
-24.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -2.2% | +1.3% | -1.1% |
| 7D | -2.9% | +2.3% | -5.1% | -2.6% |
| 30D | -6.7% | -10.3% | +3.6% | -7.6% |
| 3M | -9.6% | -31.8% | +22.3% | -12.5% |
| 6M | -22.3% | -19.2% | -3.1% | -23.9% |
| YTD | -15.4% | +10.7% | -26.2% | -14.3% |
| 1Y | -16.8% | +37.5% | -54.3% | -11.9% |
| All | -16.8% | +36.0% | -52.8% | -11.9% |
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 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