+190.5%
MTZ vs BOXX
+18.4%
+172.1%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | BOXX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.3% | +0.1% | +2.2% | +2.3% |
| 30D | -10.3% | +0.3% | -10.6% | -10.3% |
| 3M | -31.8% | +1.0% | -32.8% | -32.8% |
| 6M | -19.2% | +1.9% | -21.1% | -23.9% |
| YTD | +10.7% | +2.6% | +8.1% | +0.3% |
| 1Y | +37.5% | +4.0% | +33.5% | +15.8% |
| 3Y | +162.4% | +14.6% | +147.7% | +62.2% |
| All | +190.5% | +18.4% | +172.1% | +108.2% |
Cumulative growth
Daily Returns
Daily percentage return beside BOXX.
Daily Out/Under-Performance
Portfolio return minus BOXX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × BOXX 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 BOXX 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