+226.9%
MTZ vs KEY
+107.3%
+119.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.7% | -2.4% | -3.8% |
| 7D | -10.6% | -2.5% | -8.2% | -9.6% |
| 30D | -30.4% | +4.1% | -34.5% | -32.1% |
| 3M | -40.4% | -8.4% | -32.1% | -37.9% |
| 6M | -63.7% | -2.3% | -61.4% | -63.5% |
| YTD | -26.9% | +4.6% | -31.4% | -29.4% |
| 1Y | -20.2% | +24.6% | -44.7% | -30.0% |
| All | +226.9% | +107.3% | +119.6% | +119.1% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling