+7.0%
MDB vs MTZ
+36.5%
-29.5%
-48.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | -2.2% | +2.9% | +0.8% |
| 7D | -4.5% | +2.3% | -6.8% | -4.7% |
| 30D | -14.0% | -10.3% | -3.7% | -13.6% |
| 3M | +5.3% | -31.8% | +37.2% | +6.0% |
| 6M | +31.9% | -19.2% | +51.1% | +20.1% |
| YTD | -14.6% | +10.7% | -25.3% | -29.8% |
| All | +7.0% | +36.5% | -29.5% | -19.6% |
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