-17.6%
MDT vs MTZ
+159.0%
-176.6%
-43.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.3% | -3.5% | +3.2% | 0.0% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | +1.0% | -14.8% | +15.9% | +2.3% |
| 3M | +15.2% | -30.8% | +46.0% | +17.7% |
| 6M | +3.7% | -22.6% | +26.3% | +4.2% |
| YTD | -3.0% | +6.8% | -9.8% | -6.2% |
| 1Y | +2.5% | +22.1% | -19.7% | -2.8% |
| 3Y | +26.5% | +153.1% | -126.7% | +5.8% |
| All | -17.6% | +159.0% | -176.6% | -34.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling