-4.3%
MTZ vs A
+21.4%
-25.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.5% | +5.1% | +4.7% |
| 7D | +12.9% | -0.1% | +13.0% | +12.8% |
| 30D | -8.5% | +3.3% | -11.8% | -8.8% |
| 3M | -30.6% | +18.5% | -49.2% | -31.8% |
| 6M | -55.1% | +59.3% | -114.4% | -57.9% |
| YTD | -13.0% | +31.0% | -44.0% | -14.3% |
| 1Y | -4.3% | +19.3% | -23.6% | 0.0% |
| All | -4.3% | +21.4% | -25.6% | 0.0% |
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