+307.8%
MTZ vs KEEL
+312.2%
-4.4%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | +7.5% | -3.7% | +3.2% |
| 7D | +3.6% | +21.5% | -17.9% | +1.8% |
| 30D | -9.6% | -3.9% | -5.8% | -9.6% |
| 3M | -31.9% | -34.1% | +2.2% | -30.0% |
| 6M | -13.8% | +82.8% | -96.6% | -18.4% |
| YTD | +13.3% | +58.7% | -45.5% | +7.7% |
| 1Y | +39.3% | +191.4% | -152.1% | +25.1% |
| 3Y | +168.3% | +205.7% | -37.4% | +132.4% |
| 5Y | +166.4% | -37.0% | +203.4% | +134.1% |
| All | +307.8% | +312.2% | -4.4% | +226.2% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling