+404.4%
MTZ vs CAPR
-63.2%
+467.5%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -8.7% | +6.6% | -2.0% |
| 7D | +16.5% | +19.1% | -2.6% | +16.0% |
| 30D | -10.2% | +48.8% | -59.0% | -11.1% |
| 3M | -34.2% | +144.4% | -178.5% | -35.9% |
| 6M | -56.0% | -67.5% | +11.6% | -55.7% |
| YTD | -14.8% | -64.5% | +49.7% | -14.6% |
| 1Y | -7.2% | +74.4% | -81.7% | -14.7% |
| 3Y | +275.8% | +265.7% | +10.0% | +224.4% |
| 5Y | +93.5% | +196.0% | -102.5% | +65.3% |
| All | +404.4% | -63.2% | +467.5% | +315.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling