+157.9%
MTZ vs ALL
+118.4%
+39.5%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -1.3% | +3.5% | +2.3% |
| 7D | -1.6% | 0.0% | -1.6% | -1.6% |
| 30D | -11.1% | -1.5% | -9.6% | -11.0% |
| 3M | -36.7% | +23.6% | -60.3% | -40.2% |
| 6M | -21.9% | +22.3% | -44.3% | -26.2% |
| YTD | +9.1% | +26.5% | -17.4% | +1.9% |
| 1Y | +30.0% | +27.0% | +3.0% | +21.0% |
| 3Y | +138.5% | +149.6% | -11.1% | +73.3% |
| All | +157.9% | +118.4% | +39.5% | +101.0% |
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