+62.8%
META vs MTZ
+158.3%
-95.5%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.0% | +2.1% | -1.1% | +0.5% |
| 7D | +6.7% | -1.6% | +8.3% | +7.1% |
| 30D | +4.8% | -11.1% | +15.8% | +7.4% |
| 3M | -1.6% | -36.7% | +35.1% | +7.4% |
| 6M | -7.5% | -21.9% | +14.5% | -5.9% |
| YTD | -6.4% | +9.1% | -15.5% | -14.3% |
| 1Y | -17.3% | +30.0% | -47.3% | -28.7% |
| 3Y | +109.9% | +138.5% | -28.5% | +49.6% |
| All | +62.8% | +158.3% | -95.5% | +4.9% |
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