+14,639.2%
MO vs MTZ
+3,109.1%
+11,530.2%
-65.4%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.4% | -2.2% | +1.8% | -0.3% |
| 7D | -2.4% | +2.3% | -4.7% | -2.5% |
| 30D | +3.6% | -10.3% | +13.9% | +4.0% |
| 3M | -3.7% | -31.8% | +28.1% | -2.4% |
| 6M | +4.5% | -19.2% | +23.7% | +4.9% |
| YTD | +21.5% | +10.7% | +10.8% | +20.0% |
| 1Y | +9.5% | +37.5% | -28.0% | +6.9% |
| 3Y | +93.6% | +162.4% | -68.8% | +80.8% |
| 5Y | +97.5% | +166.3% | -68.8% | +82.9% |
| 10Y | +111.2% | +753.2% | -642.0% | +82.5% |
| All | +14,639.2% | +3,109.1% | +11,530.2% | +11,024.0% |
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 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