-14.3%
MTZ vs ALL
+42.7%
-57.0%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +2.9% | -18.3% | -13.5% |
| 7D | -7.4% | +7.5% | -14.9% | -2.9% |
| 30D | -23.6% | +19.7% | -43.3% | -14.4% |
| 3M | -38.3% | +2.9% | -41.2% | -36.5% |
| 6M | -60.6% | +23.5% | -84.1% | -55.9% |
| YTD | -22.9% | +31.1% | -54.0% | -11.4% |
| 1Y | -14.3% | +40.5% | -54.7% | +2.3% |
| All | -14.3% | +42.7% | -57.0% | +2.3% |
Cumulative growth
Daily Returns
Daily percentage return beside ALL.
Daily Out/Under-Performance
Portfolio return minus ALL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ALL 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 ALL 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