+10.4%
MMM vs MTZ
+30.9%
-20.5%
-18.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | 0.0% |
| 7D | -3.3% | -1.6% | -1.7% | -3.2% |
| 30D | -7.0% | -11.1% | +4.1% | -6.5% |
| 3M | +10.8% | -36.7% | +47.5% | +13.5% |
| 6M | +5.8% | -21.9% | +27.7% | +4.3% |
| YTD | +6.8% | +9.1% | -2.3% | +1.1% |
| 1Y | +10.4% | +30.0% | -19.6% | +4.1% |
| All | +10.4% | +30.9% | -20.5% | +4.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling