+93.5%
MTZ vs ALL
+161.8%
-68.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | +1.7% | -3.9% | -2.3% |
| 7D | +16.5% | 0.0% | +16.5% | +16.4% |
| 30D | -10.2% | +12.8% | -23.0% | -11.8% |
| 3M | -34.2% | +4.7% | -38.8% | -34.7% |
| 6M | -56.0% | +24.9% | -80.9% | -58.4% |
| YTD | -14.8% | +30.0% | -44.8% | -20.7% |
| 1Y | -7.2% | +29.9% | -37.2% | -13.7% |
| 3Y | +275.8% | +117.5% | +158.2% | +190.7% |
| 5Y | +93.5% | +161.7% | -68.2% | +42.0% |
| All | +93.5% | +161.8% | -68.3% | +42.0% |
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