+7,787.5%
MDT vs MTZ
+3,109.1%
+4,678.4%
-57.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.5% | -2.2% | +1.7% | -0.4% |
| 7D | -0.3% | +2.3% | -2.6% | -0.5% |
| 30D | +2.8% | -10.3% | +13.1% | +3.6% |
| 3M | +13.1% | -31.8% | +44.9% | +15.8% |
| 6M | +2.3% | -19.2% | +21.5% | +3.1% |
| YTD | -2.7% | +10.7% | -13.4% | -4.6% |
| 1Y | +0.9% | +37.5% | -36.7% | -3.1% |
| 3Y | +26.8% | +162.4% | -135.5% | +13.4% |
| 5Y | -19.5% | +166.3% | -185.8% | -28.8% |
| 10Y | +40.6% | +753.2% | -712.6% | +10.9% |
| All | +7,787.5% | +3,109.1% | +4,678.4% | +5,046.5% |
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 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