+268.3%
MTZ vs A
+68.2%
+200.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.3% | -3.1% | -3.9% |
| 7D | -8.7% | +1.4% | -10.1% | -9.1% |
| 30D | -15.0% | +4.3% | -19.3% | -16.4% |
| 3M | -32.6% | +19.8% | -52.4% | -37.6% |
| 6M | -56.3% | +54.4% | -110.7% | -64.3% |
| YTD | -16.8% | +31.7% | -48.5% | -26.6% |
| 1Y | -10.0% | +22.4% | -32.5% | -17.4% |
| All | +268.3% | +68.2% | +200.1% | +173.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling