+1,511.3%
META vs MTZ
+1,040.9%
+470.4%
-76.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.8% | +9.5% | -8.7% | -1.0% |
| 7D | -0.8% | -6.4% | +5.6% | 0.0% |
| 30D | -15.4% | -22.1% | +6.6% | -11.7% |
| 3M | +3.5% | -32.7% | +36.2% | +10.8% |
| 6M | -0.3% | -59.8% | +59.5% | +16.4% |
| YTD | -7.3% | -19.9% | +12.6% | -7.5% |
| 1Y | -1.1% | -11.5% | +10.4% | -3.5% |
| 3Y | +95.1% | +258.1% | -163.0% | +39.6% |
| 5Y | +80.6% | +85.5% | -5.0% | +43.6% |
| 10Y | +410.1% | +492.2% | -82.0% | +209.7% |
| All | +1,511.3% | +1,040.9% | +470.4% | +833.6% |
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