+97.7%
MTZ vs CAPR
+219.7%
-122.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +26.5% | -21.9% | +4.1% |
| 7D | +12.9% | +25.8% | -12.9% | +12.4% |
| 30D | -8.5% | +50.2% | -58.7% | -9.3% |
| 3M | -30.6% | +185.5% | -216.1% | -32.2% |
| 6M | -55.1% | -64.8% | +9.7% | -54.9% |
| YTD | -13.0% | -61.1% | +48.2% | -12.9% |
| 1Y | -4.3% | +81.0% | -85.2% | -10.4% |
| 3Y | +284.0% | +300.7% | -16.7% | +204.8% |
| 5Y | +97.7% | +223.3% | -125.7% | +51.4% |
| All | +97.7% | +219.7% | -122.0% | +51.4% |
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