+652.9%
MTZ vs A
+546.2%
+106.6%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +1.7% | +7.8% | +8.8% |
| 7D | -6.4% | -0.1% | -6.4% | -6.4% |
| 30D | -22.1% | +3.4% | -25.4% | -23.3% |
| 3M | -32.7% | +23.8% | -56.5% | -38.8% |
| 6M | -59.8% | +49.0% | -108.8% | -66.7% |
| YTD | -19.9% | +29.4% | -49.3% | -30.0% |
| 1Y | -11.5% | +19.4% | -30.9% | -20.0% |
| 3Y | +258.1% | +66.2% | +191.9% | +178.8% |
| 5Y | +85.5% | +15.8% | +69.7% | +64.0% |
| 10Y | +492.2% | +326.1% | +166.1% | +204.6% |
| All | +652.9% | +546.2% | +106.6% | +201.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling