-6.0%
MTZ vs CAPR
+64.2%
-70.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +9.4% | -0.9% | +8.5% |
| 7D | -2.4% | +36.0% | -38.5% | -2.7% |
| 30D | -11.1% | +25.8% | -36.9% | -11.3% |
| 3M | -30.6% | +140.8% | -171.4% | -31.2% |
| 6M | -54.4% | -67.6% | +13.2% | -54.3% |
| YTD | -13.0% | -65.9% | +52.8% | -12.9% |
| All | -6.0% | +64.2% | -70.1% | -7.5% |
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 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