-10.5%
MDB vs MTZ
+284.0%
-294.5%
-70.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.8% | +4.6% | -2.8% | +0.6% |
| 7D | +3.0% | +12.9% | -9.9% | -0.4% |
| 30D | -11.3% | -8.5% | -2.8% | -9.9% |
| 3M | -23.0% | -30.6% | +7.6% | -16.2% |
| 6M | +14.8% | -55.1% | +69.9% | +39.0% |
| YTD | -19.4% | -13.0% | -6.5% | -27.6% |
| 1Y | -9.0% | -4.3% | -4.7% | -21.7% |
| All | -10.5% | +284.0% | -294.5% | -61.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling