+2,812.9%
MMM vs MTZ
+3,062.5%
-249.6%
-59.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.1% | +2.1% | -2.0% | 0.0% |
| 7D | -3.3% | -1.6% | -1.7% | -3.2% |
| 30D | -7.0% | -11.1% | +4.1% | -6.1% |
| 3M | +10.8% | -36.7% | +47.5% | +14.8% |
| 6M | +5.8% | -21.9% | +27.7% | +7.2% |
| YTD | +6.8% | +9.1% | -2.3% | +4.8% |
| 1Y | +10.4% | +30.0% | -19.6% | +6.4% |
| 3Y | +104.7% | +138.5% | -33.8% | +84.4% |
| 5Y | +23.6% | +158.3% | -134.8% | +9.5% |
| 10Y | +54.1% | +700.8% | -646.7% | +22.3% |
| All | +2,812.9% | +3,062.5% | -249.6% | +1,896.9% |
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