+69.4%
MTZ vs KEY
+12.4%
+57.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -2.7% | -2.4% | -4.0% |
| 7D | -10.6% | -2.5% | -8.2% | -9.8% |
| 30D | -30.4% | +4.1% | -34.5% | -31.7% |
| 3M | -40.4% | -8.4% | -32.1% | -38.4% |
| 6M | -63.7% | -2.3% | -61.4% | -63.5% |
| YTD | -26.9% | +4.6% | -31.4% | -28.8% |
| 1Y | -20.2% | +24.6% | -44.7% | -27.8% |
| 3Y | +208.1% | +112.8% | +95.4% | +125.7% |
| 5Y | +69.4% | +12.9% | +56.5% | +48.6% |
| All | +69.4% | +12.4% | +57.0% | +48.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling