+91.3%
META vs MTZ
+275.7%
-184.4%
-34.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.8% | -2.2% | +1.3% | -0.4% |
| 7D | +3.1% | +16.5% | -13.4% | +0.1% |
| 30D | -18.2% | -10.2% | -8.0% | -17.0% |
| 3M | +7.8% | -34.2% | +42.0% | +15.6% |
| 6M | +3.6% | -56.0% | +59.6% | +20.0% |
| YTD | -5.3% | -14.8% | +9.6% | -11.2% |
| 1Y | +2.7% | -7.2% | +10.0% | -6.5% |
| All | +91.3% | +275.7% | -184.4% | +40.0% |
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