+6,609.6%
MCD vs MTZ
+2,311.2%
+4,298.4%
-73.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.3% | +4.6% | +0.5% |
| 7D | +7.3% | -8.7% | +16.0% | +7.7% |
| 30D | +20.0% | -15.0% | +34.9% | +20.9% |
| 3M | +3.8% | -32.6% | +36.4% | +6.1% |
| 6M | +3.8% | -56.3% | +60.1% | +8.4% |
| YTD | -5.9% | -16.8% | +10.9% | -6.0% |
| 1Y | -3.2% | -10.0% | +6.8% | -4.0% |
| 3Y | +13.3% | +267.1% | -253.8% | +0.5% |
| 5Y | +25.2% | +89.9% | -64.6% | +15.0% |
| 10Y | +213.3% | +442.2% | -228.9% | +162.3% |
| All | +6,609.6% | +2,311.2% | +4,298.4% | +4,440.3% |
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