+12,275.1%
MTZ vs IT
+6,105.9%
+6,169.3%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | IT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -4.6% | +6.7% | +3.5% |
| 7D | -1.6% | -6.0% | +4.5% | +0.2% |
| 30D | -11.1% | 0.0% | -11.1% | -11.6% |
| 3M | -36.7% | +13.1% | -49.8% | -41.3% |
| 6M | -21.9% | +11.7% | -33.6% | -28.9% |
| YTD | +9.1% | -26.1% | +35.2% | +11.9% |
| 1Y | +30.0% | -21.3% | +51.2% | +29.4% |
| 3Y | +138.5% | -46.7% | +185.2% | +165.4% |
| 5Y | +158.3% | -40.5% | +198.9% | +174.1% |
| 10Y | +700.8% | +103.9% | +596.9% | +461.7% |
| All | +12,275.1% | +6,105.9% | +6,169.3% | +3,396.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling