+39.3%
MTZ vs IT
-29.8%
+69.1%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -7.4% | +11.2% | +1.9% |
| 7D | +3.6% | -9.1% | +12.7% | +1.3% |
| 30D | -9.6% | -7.0% | -2.6% | -10.8% |
| 3M | -31.9% | +7.6% | -39.6% | -28.3% |
| 6M | -13.8% | +2.1% | -15.9% | -8.2% |
| YTD | +13.3% | -31.6% | +44.8% | +19.5% |
| 1Y | +39.3% | -29.9% | +69.2% | +48.1% |
| All | +39.3% | -29.8% | +69.1% | +48.1% |
Cumulative growth
Daily Returns
Daily percentage return beside IT.
Daily Out/Under-Performance
Portfolio return minus IT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × IT 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 IT 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