+157.9%
MTZ vs IT
-40.5%
+198.4%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.7% | +2.8% |
| 7D | -1.6% | -6.0% | +4.5% | -0.7% |
| 30D | -11.1% | 0.0% | -11.1% | -11.3% |
| 3M | -36.7% | +13.1% | -49.8% | -38.5% |
| 6M | -21.9% | +11.7% | -33.6% | -25.0% |
| YTD | +9.1% | -26.1% | +35.2% | +19.6% |
| 1Y | +30.0% | -21.3% | +51.2% | +37.1% |
| 3Y | +138.5% | -46.7% | +185.2% | +196.1% |
| All | +157.9% | -40.5% | +198.4% | +186.8% |
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