+226.9%
MTZ vs ALL
+115.1%
+111.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.3% | -5.3% |
| 7D | -10.6% | +4.2% | -14.8% | -10.2% |
| 30D | -30.4% | +18.9% | -49.3% | -29.1% |
| 3M | -40.4% | +1.2% | -41.6% | -40.1% |
| 6M | -63.7% | +23.2% | -86.9% | -63.8% |
| YTD | -26.9% | +30.0% | -56.9% | -27.5% |
| 1Y | -20.2% | +39.6% | -59.8% | -22.0% |
| All | +226.9% | +115.1% | +111.8% | +229.5% |
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