+3,109.1%
MPC vs MTZ
+899.7%
+2,209.3%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +8.6% | -4.0% | +1.8% |
| 7D | -9.4% | -2.4% | -7.0% | -9.0% |
| 30D | -14.3% | -11.1% | -3.2% | -11.6% |
| 3M | +31.1% | -30.6% | +61.7% | +45.2% |
| 6M | +60.3% | -54.4% | +114.6% | +98.2% |
| YTD | +142.5% | -13.0% | +155.5% | +136.0% |
| 1Y | +104.6% | -5.7% | +110.3% | +92.7% |
| 3Y | +191.7% | +297.2% | -105.5% | +50.4% |
| 5Y | +549.2% | +95.9% | +453.3% | +309.7% |
| 10Y | +1,106.2% | +492.6% | +613.6% | +368.3% |
| All | +3,109.1% | +899.7% | +2,209.3% | +759.0% |
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