+942.1%
MDB vs MTZ
+329.6%
+612.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | -1.3% | -0.4% | -1.3% |
| 7D | +6.8% | +5.0% | +1.8% | +5.2% |
| 30D | -6.2% | -6.0% | -0.2% | -5.3% |
| 3M | -29.2% | -36.1% | +6.9% | -20.6% |
| 6M | +10.3% | -56.9% | +67.2% | +35.4% |
| YTD | -20.4% | -15.9% | -4.5% | -22.5% |
| 1Y | -4.8% | -3.8% | -1.0% | -11.6% |
| 3Y | -11.6% | +272.3% | -283.8% | -47.7% |
| 5Y | -41.0% | +91.1% | -132.1% | -58.5% |
| All | +942.1% | +329.6% | +612.5% | +408.0% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling