+83.7%
MTZ vs COMP
-52.0%
+135.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +10.7% | -1.2% | +8.0% |
| 7D | -6.4% | +13.4% | -19.9% | -8.2% |
| 30D | -22.1% | +11.1% | -33.2% | -23.6% |
| 3M | -32.7% | -18.8% | -13.8% | -31.2% |
| 6M | -59.8% | +10.5% | -70.3% | -61.0% |
| YTD | -19.9% | -3.4% | -16.5% | -21.9% |
| 1Y | -11.5% | +19.7% | -31.2% | -16.5% |
| 3Y | +258.1% | +381.6% | -123.5% | +161.9% |
| 5Y | +85.5% | -17.6% | +103.1% | +49.6% |
| All | +83.7% | -52.0% | +135.6% | +44.3% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling