-7.7%
MDB vs MTZ
-14.7%
+7.0%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.1% | -15.4% | +13.3% | -1.7% |
| 7D | -16.5% | -7.4% | -9.1% | -16.3% |
| 30D | -8.6% | -23.6% | +15.0% | -7.8% |
| 3M | -13.6% | -38.3% | +24.7% | -12.7% |
| 6M | +24.1% | -60.6% | +84.7% | +27.2% |
| YTD | -21.8% | -22.9% | +1.1% | -38.8% |
| 1Y | -7.7% | -14.3% | +6.6% | -31.6% |
| All | -7.7% | -14.7% | +7.0% | -31.6% |
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 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