-11.5%
MTZ vs ALL
+28.6%
-40.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.5% | +14.0% | +6.5% |
| 7D | -6.4% | -1.9% | -4.5% | -7.2% |
| 30D | -22.1% | +13.8% | -35.8% | -15.4% |
| 3M | -32.7% | -7.0% | -25.7% | -34.9% |
| 6M | -59.8% | +18.0% | -77.9% | -56.4% |
| YTD | -19.9% | +24.2% | -44.1% | -11.2% |
| 1Y | -11.5% | +31.2% | -42.6% | -0.3% |
| All | -11.5% | +28.6% | -40.1% | -0.3% |
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