+501.4%
MTZ vs CAPR
-68.5%
+569.9%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.7% | +4.9% | +9.4% |
| 7D | -6.4% | +41.1% | -47.5% | -7.2% |
| 30D | -22.1% | +11.1% | -33.2% | -22.3% |
| 3M | -32.7% | +115.3% | -148.0% | -34.2% |
| 6M | -59.8% | -73.8% | +14.0% | -59.3% |
| YTD | -19.9% | -68.8% | +48.9% | -19.4% |
| 1Y | -11.5% | +43.3% | -54.8% | -18.2% |
| 3Y | +258.1% | +214.7% | +43.4% | +210.2% |
| 5Y | +85.5% | +141.3% | -55.8% | +59.2% |
| All | +501.4% | -68.5% | +569.9% | +403.6% |
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