+16,728.9%
MTZ vs ALL
+3,771.7%
+12,957.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ALL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -0.9% | -4.3% | -4.8% |
| 7D | -10.6% | +4.2% | -14.8% | -12.2% |
| 30D | -30.4% | +18.9% | -49.3% | -35.1% |
| 3M | -40.4% | +1.2% | -41.6% | -41.4% |
| 6M | -63.7% | +23.2% | -86.9% | -67.3% |
| YTD | -26.9% | +30.0% | -56.9% | -36.1% |
| 1Y | -20.2% | +39.6% | -59.8% | -32.3% |
| 3Y | +208.1% | +115.2% | +92.9% | +114.0% |
| 5Y | +69.4% | +156.2% | -86.9% | +7.1% |
| 10Y | +440.6% | +398.0% | +42.6% | +170.8% |
| All | +16,728.9% | +3,771.7% | +12,957.3% | +4,369.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling