+51.2%
MMM vs MTZ
+743.7%
-692.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 2016-09-10 to 2026-09-10.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.9% | -3.5% | +2.6% | -0.2% |
| 7D | -3.2% | 0.0% | -3.2% | -3.3% |
| 30D | -10.7% | -14.8% | +4.2% | -7.7% |
| 3M | +4.3% | -30.8% | +35.1% | +11.1% |
| 6M | +5.9% | -22.6% | +28.5% | +9.0% |
| YTD | +3.2% | +6.8% | -3.7% | -2.2% |
| 1Y | +8.0% | +22.1% | -14.1% | -1.4% |
| 3Y | +99.1% | +153.1% | -54.0% | +46.5% |
| 5Y | +25.7% | +161.4% | -135.7% | -11.2% |
| All | +51.2% | +743.7% | -692.6% | -19.1% |
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 2016-09-10 to 2026-09-10: 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…
2016-09-10 to 2026-09-10 analysis · Full analysis span regression · 6 months rolling