+41.8%
MP vs MTZ
+168.2%
-126.4%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.6% | +3.5% | -5.1% | -3.3% |
| 7D | -7.4% | +1.4% | -8.7% | -8.0% |
| 30D | -6.7% | -14.5% | +7.8% | +0.3% |
| 3M | -11.7% | -32.9% | +21.3% | +4.7% |
| 6M | -18.9% | -20.8% | +2.0% | -11.2% |
| YTD | 0.0% | +10.6% | -10.6% | -6.6% |
| 1Y | -19.9% | +27.1% | -46.9% | -29.9% |
| 3Y | +133.4% | +166.1% | -32.7% | +31.5% |
| All | +41.8% | +168.2% | -126.4% | -28.3% |
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