+95.0%
MTZ vs IT
-42.2%
+137.2%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.7% | -1.9% | -1.3% |
| 7D | +5.0% | +1.1% | +3.9% | +4.9% |
| 30D | -6.0% | -1.8% | -4.2% | -6.4% |
| 3M | -36.1% | +4.8% | -40.9% | -37.3% |
| 6M | -56.9% | +33.0% | -89.9% | -60.4% |
| YTD | -15.9% | -23.8% | +7.9% | -8.8% |
| 1Y | -3.8% | -16.5% | +12.7% | 0.0% |
| 3Y | +272.3% | -53.6% | +325.9% | +401.1% |
| All | +95.0% | -42.2% | +137.2% | +123.2% |
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