+67.7%
MTZ vs COMP
-56.6%
+124.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -8.2% | +3.0% | -4.1% |
| 7D | -10.6% | -1.8% | -8.8% | -10.6% |
| 30D | -30.4% | -0.8% | -29.6% | -30.7% |
| 3M | -40.4% | -28.1% | -12.3% | -38.1% |
| 6M | -63.7% | +27.0% | -90.7% | -65.7% |
| YTD | -26.9% | -12.8% | -14.1% | -27.7% |
| 1Y | -20.2% | +4.9% | -25.1% | -23.3% |
| 3Y | +208.1% | +321.0% | -112.9% | +129.5% |
| 5Y | +69.4% | -25.6% | +95.0% | +38.5% |
| All | +67.7% | -56.6% | +124.3% | +33.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling