+97.9%
MMM vs MTZ
+160.8%
-62.9%
-20.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.9% | -2.2% | +0.4% | -1.5% |
| 7D | -2.6% | +2.3% | -4.9% | -3.0% |
| 30D | -9.3% | -10.3% | +1.0% | -7.8% |
| 3M | +5.6% | -31.8% | +37.4% | +11.3% |
| 6M | +9.5% | -19.2% | +28.6% | +10.2% |
| YTD | +4.1% | +10.7% | -6.6% | -2.7% |
| 1Y | +9.4% | +37.5% | -28.2% | -3.5% |
| All | +97.9% | +160.8% | -62.9% | +62.0% |
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