-4.3%
MTZ vs FIVE
+66.9%
-71.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | FIVE | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -1.1% | +5.7% | +4.8% |
| 7D | +12.9% | -0.5% | +13.4% | +12.9% |
| 30D | -8.5% | +17.4% | -25.9% | -11.5% |
| 3M | -30.6% | +7.0% | -37.7% | -31.6% |
| 6M | -55.1% | +20.5% | -75.6% | -57.4% |
| YTD | -13.0% | +33.1% | -46.1% | -23.2% |
| 1Y | -4.3% | +67.1% | -71.3% | -24.3% |
| All | -4.3% | +66.9% | -71.2% | -24.3% |
Cumulative growth
Daily Returns
Daily percentage return beside FIVE.
Daily Out/Under-Performance
Portfolio return minus FIVE return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × FIVE 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 FIVE 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