+102.7%
MO vs MTZ
+168.2%
-65.5%
-25.8%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +3.5% | -3.3% | +0.3% |
| 7D | +0.1% | +1.4% | -1.2% | +0.2% |
| 30D | +7.1% | -14.5% | +21.6% | +7.1% |
| 3M | -2.0% | -32.9% | +31.0% | -1.9% |
| 6M | +7.3% | -20.8% | +28.2% | +7.1% |
| YTD | +23.5% | +10.6% | +12.9% | +22.3% |
| 1Y | +11.0% | +27.1% | -16.1% | +9.5% |
| 3Y | +95.0% | +166.1% | -71.1% | +84.4% |
| All | +102.7% | +168.2% | -65.5% | +88.0% |
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 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