+165.2%
MTZ vs KEEL
-34.6%
+199.9%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.5% | +3.8% | -0.2% | +3.0% |
| 7D | +1.4% | +2.9% | -1.5% | +0.9% |
| 30D | -14.5% | +0.8% | -15.3% | -14.9% |
| 3M | -32.9% | -35.3% | +2.4% | -29.4% |
| 6M | -20.8% | +59.4% | -80.2% | -27.1% |
| YTD | +10.6% | +51.9% | -41.3% | +1.3% |
| 1Y | +27.1% | +75.0% | -47.9% | +11.1% |
| 3Y | +166.1% | +224.5% | -58.4% | +96.0% |
| All | +165.2% | -34.6% | +199.9% | +117.4% |
Cumulative growth
Daily Returns
Daily percentage return beside KEEL.
Daily Out/Under-Performance
Portfolio return minus KEEL return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEEL 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 KEEL 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