+202.8%
MTZ vs KEEL
+105.5%
+97.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEEL | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -4.6% | +3.4% | -0.8% |
| 7D | +5.0% | -0.5% | +5.5% | +5.1% |
| 30D | -6.0% | -27.1% | +21.1% | -3.8% |
| 3M | -36.1% | -43.8% | +7.7% | -33.3% |
| 6M | -56.9% | -55.2% | -1.7% | -54.3% |
| YTD | -15.9% | -20.9% | +4.9% | -15.5% |
| 1Y | -3.8% | -28.5% | +24.6% | -3.0% |
| 3Y | +272.3% | +66.1% | +206.2% | +240.1% |
| 5Y | +91.1% | -78.3% | +169.4% | +79.3% |
| All | +202.8% | +105.5% | +97.2% | +155.8% |
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