+97.7%
MTZ vs ALL
+158.6%
-60.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.4% | +4.2% | +4.6% |
| 7D | +12.9% | -2.6% | +15.4% | +13.1% |
| 30D | -8.5% | +12.7% | -21.3% | -10.2% |
| 3M | -30.6% | +0.4% | -31.0% | -30.8% |
| 6M | -55.1% | +23.8% | -78.9% | -57.6% |
| YTD | -13.0% | +27.8% | -40.8% | -18.9% |
| 1Y | -4.3% | +28.9% | -33.1% | -11.1% |
| 3Y | +284.0% | +113.9% | +170.2% | +197.6% |
| 5Y | +97.7% | +157.4% | -59.7% | +45.5% |
| All | +97.7% | +158.6% | -60.9% | +45.5% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling