-21.9%
MTZ vs KEY
+9.7%
-31.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +1.9% |
| 7D | -1.6% | +2.2% | -3.8% | -3.2% |
| 30D | -11.1% | -3.0% | -8.1% | -8.8% |
| 3M | -36.7% | +3.3% | -40.0% | -39.0% |
| 6M | -21.9% | +9.2% | -31.1% | -28.7% |
| All | -21.9% | +9.7% | -31.6% | -28.7% |
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 6mo: 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…
6mo analysis · Full analysis span regression · 6 months rolling