-3.8%
MTZ vs ALL
+30.2%
-34.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.6% | -1.0% |
| 7D | +5.0% | +5.0% | 0.0% | +8.8% |
| 30D | -6.0% | +13.3% | -19.3% | +2.4% |
| 3M | -36.1% | +3.2% | -39.3% | -33.9% |
| 6M | -56.9% | +25.3% | -82.2% | -51.5% |
| YTD | -15.9% | +30.5% | -46.4% | -3.4% |
| 1Y | -3.8% | +29.2% | -33.0% | +10.4% |
| All | -3.8% | +30.2% | -34.0% | +10.4% |
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