+39.3%
MTZ vs A
+16.1%
+23.2%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -2.7% | +6.4% | +4.1% |
| 7D | +3.6% | -2.1% | +5.6% | +3.7% |
| 30D | -9.6% | +0.6% | -10.2% | -9.6% |
| 3M | -31.9% | +10.9% | -42.8% | -32.7% |
| 6M | -13.8% | +28.2% | -42.0% | -17.0% |
| YTD | +13.3% | +8.6% | +4.7% | +13.0% |
| 1Y | +39.3% | +15.5% | +23.8% | +41.1% |
| All | +39.3% | +16.1% | +23.2% | +41.1% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling