-10.0%
MTZ vs IT
-18.2%
+8.1%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | -1.1% | -3.2% | -4.7% |
| 7D | -8.7% | -7.5% | -1.2% | -10.6% |
| 30D | -15.0% | -1.2% | -13.8% | -14.5% |
| 3M | -32.6% | -2.2% | -30.4% | -31.9% |
| 6M | -56.3% | +19.1% | -75.4% | -51.3% |
| YTD | -16.8% | -25.1% | +8.3% | -14.5% |
| 1Y | -10.0% | -17.4% | +7.3% | -6.0% |
| All | -10.0% | -18.2% | +8.1% | -6.0% |
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