+3,087.2%
MMM vs MTZ
+2,337.1%
+750.1%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.0% | -1.3% | +0.3% | -0.9% |
| 7D | -0.4% | +5.0% | -5.4% | -0.9% |
| 30D | +12.1% | -6.0% | +18.2% | +12.3% |
| 3M | +1.4% | -36.1% | +37.5% | +5.0% |
| 6M | +26.6% | -56.9% | +83.4% | +35.0% |
| YTD | +16.8% | -15.9% | +32.7% | +16.8% |
| 1Y | +10.1% | -3.8% | +13.9% | +8.6% |
| 3Y | +158.4% | +272.3% | -113.8% | +123.4% |
| 5Y | +43.1% | +91.1% | -48.0% | +29.7% |
| 10Y | +74.2% | +426.0% | -351.8% | +42.5% |
| All | +3,087.2% | +2,337.1% | +750.1% | +2,125.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling