+95.0%
MTZ vs KEY
+13.1%
+81.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +5.0% | +2.9% | +2.1% | +3.8% |
| 30D | -6.0% | +8.4% | -14.4% | -9.3% |
| 3M | -36.1% | -5.8% | -30.4% | -34.7% |
| 6M | -56.9% | +5.4% | -62.3% | -58.0% |
| YTD | -15.9% | +7.1% | -23.0% | -18.8% |
| 1Y | -3.8% | +26.8% | -30.6% | -13.6% |
| 3Y | +272.3% | +128.7% | +143.6% | +165.5% |
| All | +95.0% | +13.1% | +81.9% | +70.7% |
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