+444.4%
MTZ vs KEY
+107.2%
+337.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.5% | +4.1% | +4.4% |
| 7D | +12.9% | -0.5% | +13.4% | +13.3% |
| 30D | -8.5% | +6.7% | -15.3% | -11.9% |
| 3M | -30.6% | -4.6% | -26.0% | -29.2% |
| 6M | -55.1% | +2.6% | -57.7% | -56.0% |
| YTD | -13.0% | +7.0% | -19.9% | -16.9% |
| 1Y | -4.3% | +23.5% | -27.7% | -15.4% |
| 3Y | +284.0% | +126.4% | +157.7% | +138.6% |
| 5Y | +97.7% | +13.0% | +84.6% | +66.3% |
| 10Y | +444.4% | +99.5% | +344.9% | +163.5% |
| All | +444.4% | +107.2% | +337.2% | +163.5% |
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