+492.6%
MTZ vs KEY
+121.9%
+370.7%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +2.7% | +5.9% | +7.2% |
| 7D | -2.4% | -0.4% | -2.1% | -2.3% |
| 30D | -11.1% | +7.2% | -18.3% | -14.6% |
| 3M | -30.6% | -4.9% | -25.7% | -29.1% |
| 6M | -54.4% | +1.1% | -55.4% | -55.0% |
| YTD | -13.0% | +6.8% | -19.8% | -16.9% |
| 1Y | -5.7% | +23.3% | -29.0% | -16.7% |
| 3Y | +297.2% | +126.1% | +171.1% | +146.6% |
| 5Y | +95.9% | +15.2% | +80.7% | +62.7% |
| 10Y | +492.6% | +113.6% | +379.0% | +163.8% |
| All | +492.6% | +121.9% | +370.7% | +163.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KEY.
Daily Out/Under-Performance
Portfolio return minus KEY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KEY 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 10y: compounded portfolio wealth divided by compounded KEY 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…
10y analysis · Full analysis span regression · 6 months rolling