+20.4%
MCD vs MTZ
+165.9%
-145.4%
-23.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | 0.0% | +3.8% | -3.7% | 0.0% |
| 7D | -2.0% | +3.6% | -5.6% | -2.1% |
| 30D | -6.1% | -9.6% | +3.5% | -5.9% |
| 3M | -7.3% | -31.9% | +24.7% | -6.6% |
| 6M | -20.9% | -13.8% | -7.1% | -21.4% |
| YTD | -14.7% | +13.3% | -27.9% | -16.5% |
| 1Y | -16.1% | +39.3% | -55.4% | -19.0% |
| 3Y | -1.5% | +168.3% | -169.9% | -10.8% |
| 5Y | +20.4% | +166.4% | -146.0% | +4.6% |
| All | +20.4% | +165.9% | -145.4% | +4.6% |
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