+74.8%
MTZ vs CAPR
+142.6%
-67.8%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +4.7% | +4.9% | +9.5% |
| 7D | -6.4% | +41.1% | -47.5% | -7.0% |
| 30D | -22.1% | +11.1% | -33.2% | -22.3% |
| 3M | -32.7% | +115.3% | -148.0% | -33.9% |
| 6M | -59.8% | -73.8% | +14.0% | -59.4% |
| YTD | -19.9% | -68.8% | +48.9% | -19.5% |
| 1Y | -11.5% | +43.3% | -54.8% | -16.8% |
| 3Y | +258.1% | +214.7% | +43.4% | +185.5% |
| All | +74.8% | +142.6% | -67.8% | +36.4% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling