+150.2%
MTZ vs COMP
-47.7%
+197.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | COMP | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.5% | +1.6% | +2.0% |
| 7D | -1.6% | +1.4% | -2.9% | -1.8% |
| 30D | -11.1% | -13.3% | +2.2% | -9.4% |
| 3M | -36.7% | +41.1% | -77.8% | -40.1% |
| 6M | -21.9% | +17.2% | -39.1% | -25.1% |
| YTD | +9.1% | +5.2% | +3.9% | +5.8% |
| 1Y | +30.0% | +18.9% | +11.0% | +22.8% |
| 3Y | +138.5% | +215.9% | -77.5% | +84.6% |
| 5Y | +158.3% | -31.2% | +189.5% | +106.5% |
| All | +150.2% | -47.7% | +197.9% | +95.4% |
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