+444.4%
MTZ vs A
+308.8%
+135.6%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.9% |
| 7D | +12.9% | -0.1% | +13.0% | +13.2% |
| 30D | -8.5% | +3.3% | -11.8% | -10.1% |
| 3M | -30.6% | +18.5% | -49.2% | -36.7% |
| 6M | -55.1% | +59.3% | -114.4% | -65.4% |
| YTD | -13.0% | +31.0% | -44.0% | -26.2% |
| 1Y | -4.3% | +19.3% | -23.6% | -14.6% |
| 3Y | +284.0% | +66.8% | +217.2% | +178.4% |
| 5Y | +97.7% | +15.5% | +82.2% | +69.6% |
| 10Y | +444.4% | +312.3% | +132.1% | +158.6% |
| All | +444.4% | +308.8% | +135.6% | +158.6% |
Cumulative growth
Daily Returns
Daily percentage return beside A.
Daily Out/Under-Performance
Portfolio return minus A return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × A 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 10y: compounded portfolio wealth divided by compounded A 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…
10y analysis · Full analysis span regression · 6 months rolling