+31.3%
MMM vs MTZ
-55.4%
+86.7%
-12.6%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.4% | -2.2% | +0.8% | -1.5% |
| 7D | -0.8% | +16.5% | -17.3% | +0.3% |
| 30D | +14.4% | -10.2% | +24.6% | +14.2% |
| 3M | +1.8% | -34.2% | +35.9% | +1.9% |
| 6M | +31.3% | -56.0% | +87.3% | +28.8% |
| All | +31.3% | -55.4% | +86.7% | +28.8% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling