-3.8%
MTZ vs COMP
+7.7%
-11.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +1.7% | -2.9% | -1.4% |
| 7D | +5.0% | 0.0% | +5.0% | +5.0% |
| 30D | -6.0% | +16.6% | -22.6% | -7.2% |
| 3M | -36.1% | -23.5% | -12.6% | -34.7% |
| 6M | -56.9% | +25.7% | -82.6% | -58.0% |
| YTD | -15.9% | -3.4% | -12.5% | -17.1% |
| 1Y | -3.8% | +7.6% | -11.4% | -6.7% |
| All | -3.8% | +7.7% | -11.5% | -6.7% |
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