+95.0%
MTZ vs BEN
+28.2%
+66.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | BEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.4% | -1.7% | -1.5% |
| 7D | +5.0% | +6.8% | -1.8% | +1.6% |
| 30D | -6.0% | +18.0% | -24.0% | -14.1% |
| 3M | -36.1% | +7.5% | -43.6% | -38.7% |
| 6M | -56.9% | +14.7% | -71.6% | -60.2% |
| YTD | -15.9% | +56.1% | -72.0% | -35.2% |
| 1Y | -3.8% | +69.6% | -73.4% | -29.3% |
| 3Y | +272.3% | +87.7% | +184.6% | +148.4% |
| All | +95.0% | +28.2% | +66.7% | +57.0% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling