+445.3%
MP vs MTZ
+437.0%
+8.3%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.4% | +2.1% | -0.7% | +0.4% |
| 7D | -2.9% | -1.6% | -1.3% | -2.1% |
| 30D | +13.8% | -11.1% | +24.9% | +19.8% |
| 3M | -16.7% | -36.7% | +20.0% | +1.1% |
| 6M | -11.5% | -21.9% | +10.5% | -2.6% |
| YTD | +7.9% | +9.1% | -1.2% | +1.9% |
| 1Y | -15.0% | +30.0% | -45.0% | -26.2% |
| 3Y | +153.5% | +138.5% | +15.1% | +54.3% |
| 5Y | +58.7% | +158.3% | -99.7% | -13.0% |
| All | +445.3% | +437.0% | +8.3% | +160.8% |
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