+171.7%
MPC vs MTZ
+165.0%
+6.7%
-44.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.3% | +3.8% | -1.5% | +1.9% |
| 7D | +3.9% | +3.6% | +0.3% | +3.5% |
| 30D | +33.8% | -9.6% | +43.4% | +34.9% |
| 3M | +49.9% | -31.9% | +81.8% | +54.6% |
| 6M | +80.9% | -13.8% | +94.7% | +80.0% |
| YTD | +147.4% | +13.3% | +134.2% | +136.4% |
| 1Y | +123.2% | +39.3% | +83.9% | +106.2% |
| 3Y | +171.7% | +168.3% | +3.4% | +127.5% |
| All | +171.7% | +165.0% | +6.7% | +127.5% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling