+49.7%
MMM vs MTZ
+89.8%
-40.1%
-48.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.4% | -4.3% | +4.7% | +1.1% |
| 7D | +7.0% | -8.7% | +15.7% | +7.9% |
| 30D | +18.4% | -15.0% | +33.3% | +20.8% |
| 3M | +4.5% | -32.6% | +37.1% | +11.0% |
| 6M | +33.4% | -56.3% | +89.8% | +52.3% |
| YTD | +20.0% | -16.8% | +36.8% | +17.3% |
| 1Y | +15.0% | -10.0% | +25.1% | +10.2% |
| 3Y | +165.0% | +267.1% | -102.1% | +80.0% |
| All | +49.7% | +89.8% | -40.1% | +10.2% |
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