+30.0%
MTZ vs CAPR
+48.7%
-18.8%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.3% | +0.8% | +2.1% |
| 7D | -1.6% | -2.0% | +0.4% | -1.6% |
| 30D | -11.1% | +139.2% | -150.3% | -11.8% |
| 3M | -36.7% | -66.4% | +29.7% | -36.5% |
| 6M | -21.9% | -63.1% | +41.2% | -21.8% |
| YTD | +9.1% | -67.4% | +76.5% | +9.4% |
| 1Y | +30.0% | +58.2% | -28.3% | +33.8% |
| All | +30.0% | +48.7% | -18.8% | +33.8% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR 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 CAPR 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