-14.3%
MTZ vs BEN
+56.2%
-70.5%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +4.7% | -20.1% | -16.1% |
| 7D | -7.4% | +6.7% | -14.1% | -8.7% |
| 30D | -23.6% | +3.0% | -26.6% | -24.0% |
| 3M | -38.3% | -4.3% | -34.0% | -37.5% |
| 6M | -60.6% | +16.4% | -77.0% | -61.6% |
| YTD | -22.9% | +46.8% | -69.7% | -30.2% |
| 1Y | -14.3% | +57.3% | -71.6% | -24.4% |
| All | -14.3% | +56.2% | -70.5% | -24.4% |
Cumulative growth
Daily Returns
Daily percentage return beside BEN.
Daily Out/Under-Performance
Portfolio return minus BEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BEN 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 1y: compounded portfolio wealth divided by compounded BEN 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…
1y analysis · Full analysis span regression · 6 months rolling