-4.3%
MTZ vs BEN
+68.9%
-73.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | 0.0% | +4.6% | +4.6% |
| 7D | +12.9% | +7.2% | +5.7% | +10.3% |
| 30D | -8.5% | +14.1% | -22.7% | -12.0% |
| 3M | -30.6% | +9.9% | -40.5% | -32.5% |
| 6M | -55.1% | +17.4% | -72.5% | -57.1% |
| YTD | -13.0% | +57.3% | -70.3% | -26.3% |
| 1Y | -4.3% | +66.9% | -71.2% | -22.5% |
| All | -4.3% | +68.9% | -73.1% | -22.5% |
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