+1,265.5%
MTZ vs CAPR
-99.1%
+1,364.6%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -30.6% |
| 3M | -40.4% | +118.8% | -159.2% | -41.4% |
| 6M | -63.7% | -73.9% | +10.2% | -63.4% |
| YTD | -26.9% | -70.2% | +43.3% | -26.5% |
| 1Y | -20.2% | +38.3% | -58.4% | -24.5% |
| 3Y | +208.1% | +199.7% | +8.5% | +181.5% |
| 5Y | +69.4% | +130.6% | -61.2% | +54.0% |
| 10Y | +440.6% | -68.5% | +509.1% | +372.5% |
| All | +1,265.5% | -99.1% | +1,364.6% | +1,085.5% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling