-15.1%
MP vs MTZ
+80.0%
-95.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.9% | +9.5% | -4.6% | +0.6% |
| 7D | -10.5% | -6.4% | -4.1% | -8.4% |
| 30D | -23.5% | -22.1% | -1.5% | -15.0% |
| 3M | -25.4% | -32.7% | +7.2% | -11.8% |
| 6M | -51.3% | -59.8% | +8.6% | -28.0% |
| YTD | -29.9% | -19.9% | -10.0% | -24.7% |
| 1Y | -31.8% | -11.5% | -20.4% | -29.8% |
| 3Y | +127.0% | +258.1% | -131.1% | +8.6% |
| All | -15.1% | +80.0% | -95.0% | -47.4% |
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