+3,101.0%
MPC vs MTZ
+1,154.3%
+1,946.7%
-79.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MTZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | +2.1% | -1.8% | -0.4% |
| 7D | +5.4% | -1.6% | +7.0% | +6.0% |
| 30D | +31.0% | -11.1% | +42.1% | +35.5% |
| 3M | +46.0% | -36.7% | +82.7% | +65.0% |
| 6M | +77.3% | -21.9% | +99.3% | +83.8% |
| YTD | +141.9% | +9.1% | +132.8% | +121.6% |
| 1Y | +120.9% | +30.0% | +91.0% | +88.3% |
| 3Y | +182.7% | +138.5% | +44.2% | +79.0% |
| 5Y | +646.4% | +158.3% | +488.1% | +333.4% |
| 10Y | +1,138.7% | +700.8% | +438.0% | +341.1% |
| All | +3,101.0% | +1,154.3% | +1,946.7% | +706.5% |
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 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