+3,134.4%
MTZ vs KEY
+1,050.5%
+2,083.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KEY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | +2.2% | -3.8% | -2.4% |
| 30D | -11.1% | -3.0% | -8.1% | -10.1% |
| 3M | -36.7% | +3.3% | -40.0% | -37.4% |
| 6M | -21.9% | +9.2% | -31.1% | -24.2% |
| YTD | +9.1% | +10.6% | -1.5% | +5.2% |
| 1Y | +30.0% | +20.4% | +9.6% | +21.6% |
| 3Y | +138.5% | +121.8% | +16.6% | +80.0% |
| 5Y | +158.3% | +41.1% | +117.2% | +116.4% |
| 10Y | +700.8% | +168.5% | +532.2% | +443.6% |
| All | +3,134.4% | +1,050.5% | +2,083.9% | +1,559.0% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling