+1,010.1%
MDB vs MTZ
+478.6%
+531.5%
-76.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | +3.8% | -7.2% | -4.6% |
| 7D | -18.0% | +3.6% | -21.6% | -18.9% |
| 30D | -10.7% | -9.6% | -1.1% | -8.3% |
| 3M | +1.0% | -31.9% | +32.9% | +10.2% |
| 6M | +31.6% | -13.8% | +45.4% | +30.6% |
| YTD | -15.2% | +13.3% | -28.4% | -23.4% |
| 1Y | +10.1% | +39.3% | -29.2% | -7.7% |
| 3Y | -5.6% | +168.3% | -174.0% | -37.9% |
| 5Y | -24.5% | +166.4% | -190.9% | -51.1% |
| All | +1,010.1% | +478.6% | +531.5% | +402.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling