-14.3%
MTZ vs COMP
+23.8%
-38.1%
-61.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -15.4% | +7.7% | -23.1% | -15.7% |
| 7D | -7.4% | +9.5% | -16.9% | -7.9% |
| 30D | -23.6% | +8.1% | -31.7% | -24.0% |
| 3M | -38.3% | -16.3% | -22.0% | -37.5% |
| 6M | -60.6% | +42.2% | -102.8% | -62.1% |
| YTD | -22.9% | -5.0% | -17.9% | -23.9% |
| 1Y | -14.3% | +20.1% | -34.4% | -18.5% |
| All | -14.3% | +23.8% | -38.1% | -18.5% |
Cumulative growth
Daily Returns
Daily percentage return beside COMP.
Daily Out/Under-Performance
Portfolio return minus COMP return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × COMP 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 COMP 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