+267.3%
MP vs MTZ
+328.3%
-61.0%
-82.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.7% | +4.6% | -3.9% | -1.4% |
| 7D | +2.3% | +12.9% | -10.6% | -3.3% |
| 30D | -15.3% | -8.5% | -6.7% | -12.6% |
| 3M | -33.5% | -30.6% | -2.9% | -22.6% |
| 6M | -45.5% | -55.1% | +9.6% | -23.8% |
| YTD | -27.3% | -13.0% | -14.3% | -24.9% |
| 1Y | -40.7% | -4.3% | -36.4% | -41.2% |
| 3Y | +145.9% | +284.0% | -138.2% | +16.7% |
| 5Y | -13.9% | +97.7% | -111.6% | -47.4% |
| All | +267.3% | +328.3% | -61.0% | +92.4% |
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 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