+287.6%
MP vs MTZ
+313.8%
-26.2%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | -1.3% | +4.8% | +4.1% |
| 7D | +9.5% | +5.0% | +4.5% | +6.9% |
| 30D | -3.0% | -6.0% | +3.0% | -1.3% |
| 3M | -30.4% | -36.1% | +5.8% | -15.7% |
| 6M | -39.2% | -56.9% | +17.7% | -13.4% |
| YTD | -23.3% | -15.9% | -7.4% | -19.5% |
| 1Y | -32.6% | -3.8% | -28.8% | -33.3% |
| 3Y | +159.3% | +272.3% | -113.0% | +24.7% |
| 5Y | -16.4% | +91.1% | -107.5% | -48.2% |
| All | +287.6% | +313.8% | -26.2% | +106.1% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling