+258.1%
MTZ vs ALL
+105.5%
+152.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.5% | +14.0% | +8.9% |
| 7D | -6.4% | -1.9% | -4.5% | -6.6% |
| 30D | -22.1% | +13.8% | -35.8% | -21.1% |
| 3M | -32.7% | -7.0% | -25.7% | -32.8% |
| 6M | -59.8% | +18.0% | -77.9% | -60.2% |
| YTD | -19.9% | +24.2% | -44.1% | -21.1% |
| 1Y | -11.5% | +31.2% | -42.6% | -13.7% |
| 3Y | +258.1% | +107.5% | +150.5% | +258.8% |
| All | +258.1% | +105.5% | +152.6% | +258.8% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling