+2,968.0%
MPC vs MTZ
+820.7%
+2,147.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.2% | +9.5% | -10.8% | -4.3% |
| 7D | -16.2% | -6.4% | -9.8% | -14.7% |
| 30D | -15.7% | -22.1% | +6.3% | -9.3% |
| 3M | +24.9% | -32.7% | +57.6% | +39.6% |
| 6M | +52.7% | -59.8% | +112.5% | +96.9% |
| YTD | +131.9% | -19.9% | +151.8% | +131.8% |
| 1Y | +96.6% | -11.5% | +108.1% | +89.0% |
| 3Y | +163.8% | +258.1% | -94.3% | +40.8% |
| 5Y | +533.1% | +85.5% | +447.6% | +305.0% |
| 10Y | +1,118.6% | +492.2% | +626.5% | +373.1% |
| All | +2,968.0% | +820.7% | +2,147.3% | +743.7% |
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