+852.2%
MTZ vs ETSY
+184.8%
+667.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | ETSY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +16.5% | -3.5% | +20.0% | +17.0% |
| 30D | -10.2% | +11.4% | -21.6% | -11.9% |
| 3M | -34.2% | +10.9% | -45.0% | -35.6% |
| 6M | -56.0% | +53.5% | -109.5% | -59.1% |
| YTD | -14.8% | +59.3% | -74.1% | -21.9% |
| 1Y | -7.2% | +38.2% | -45.4% | -13.3% |
| 3Y | +275.8% | +39.6% | +236.2% | +239.8% |
| 5Y | +93.5% | -67.6% | +161.1% | +105.2% |
| 10Y | +432.7% | +653.3% | -220.7% | +213.7% |
| All | +852.2% | +184.8% | +667.4% | +449.8% |
Cumulative growth
Daily Returns
Daily percentage return beside ETSY.
Daily Out/Under-Performance
Portfolio return minus ETSY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ETSY 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 ETSY 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