+14.5%
MDB vs MTZ
+30.9%
-16.4%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.1% | +2.1% | -6.2% | -4.2% |
| 7D | -17.4% | -1.6% | -15.9% | -17.4% |
| 30D | -2.0% | -11.1% | +9.1% | -1.5% |
| 3M | -3.0% | -36.7% | +33.7% | -1.8% |
| 6M | +48.7% | -21.9% | +70.6% | +37.4% |
| YTD | -12.1% | +9.1% | -21.3% | -26.4% |
| 1Y | +14.5% | +30.0% | -15.5% | -7.6% |
| All | +14.5% | +30.9% | -16.4% | -7.6% |
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