+226.9%
MTZ vs CAPR
+200.7%
+26.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -3.6% | -1.6% | -5.1% |
| 7D | -10.6% | +29.7% | -40.3% | -11.0% |
| 30D | -30.4% | +11.0% | -41.3% | -30.5% |
| 3M | -40.4% | +118.8% | -159.2% | -41.3% |
| 6M | -63.7% | -73.9% | +10.2% | -63.4% |
| YTD | -26.9% | -70.2% | +43.3% | -26.6% |
| 1Y | -20.2% | +38.3% | -58.4% | -23.6% |
| All | +226.9% | +200.7% | +26.2% | +120.6% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling