+700.4%
MTZ vs A
+539.8%
+160.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | A | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -2.2% | +0.1% | -1.2% |
| 7D | +16.5% | +0.7% | +15.7% | +16.3% |
| 30D | -10.2% | +0.8% | -11.0% | -10.6% |
| 3M | -34.2% | +16.9% | -51.0% | -38.7% |
| 6M | -56.0% | +53.8% | -109.7% | -63.9% |
| YTD | -14.8% | +28.1% | -42.9% | -25.2% |
| 1Y | -7.2% | +15.0% | -22.3% | -14.7% |
| 3Y | +275.8% | +63.1% | +212.7% | +195.0% |
| 5Y | +93.5% | +11.5% | +82.0% | +73.8% |
| 10Y | +432.7% | +303.2% | +129.5% | +180.5% |
| All | +700.4% | +539.8% | +160.7% | +222.5% |
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