+74.8%
MTZ vs IT
-43.2%
+118.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.0% | +13.6% | +10.0% |
| 7D | -6.4% | -16.9% | +10.5% | -4.6% |
| 30D | -22.1% | +2.3% | -24.4% | -22.8% |
| 3M | -32.7% | +2.9% | -35.5% | -33.8% |
| 6M | -59.8% | +25.9% | -85.7% | -62.7% |
| YTD | -19.9% | -24.6% | +4.7% | -13.1% |
| 1Y | -11.5% | -16.0% | +4.6% | -8.5% |
| 3Y | +258.1% | -51.6% | +309.7% | +369.1% |
| All | +74.8% | -43.2% | +118.0% | +100.8% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling