+10.1%
MDB vs MTZ
-55.4%
+65.4%
-35.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.5% | -2.2% | +2.6% | +0.5% |
| 7D | +11.6% | +16.5% | -4.9% | +11.8% |
| 30D | -8.9% | -10.2% | +1.3% | -9.7% |
| 3M | -22.4% | -34.2% | +11.8% | -25.1% |
| 6M | +10.1% | -56.0% | +66.0% | -13.4% |
| All | +10.1% | -55.4% | +65.4% | -13.4% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling