+6,592.2%
MCD vs MTZ
+2,420.7%
+4,171.5%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +8.6% | -6.8% | +1.2% |
| 7D | +5.9% | -2.4% | +8.4% | +5.9% |
| 30D | +19.6% | -11.1% | +30.7% | +20.2% |
| 3M | +3.3% | -30.6% | +33.9% | +5.3% |
| 6M | +3.5% | -54.4% | +57.9% | +7.8% |
| YTD | -6.1% | -13.0% | +6.9% | -6.5% |
| 1Y | -3.7% | -5.7% | +2.0% | -4.7% |
| 3Y | +13.4% | +297.2% | -283.8% | +0.1% |
| 5Y | +25.2% | +95.9% | -70.7% | +14.7% |
| 10Y | +211.3% | +492.6% | -281.4% | +159.1% |
| All | +6,592.2% | +2,420.7% | +4,171.5% | +4,416.1% |
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