+95.9%
MTZ vs KMX
-64.7%
+160.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +8.6% | +5.1% | +3.5% | +7.3% |
| 7D | -2.4% | -4.1% | +1.7% | -1.6% |
| 30D | -11.1% | +2.9% | -13.9% | -12.1% |
| 3M | -30.6% | -7.0% | -23.6% | -29.8% |
| 6M | -54.4% | +34.1% | -88.5% | -58.6% |
| YTD | -13.0% | +40.0% | -53.1% | -23.7% |
| 1Y | -5.7% | +67.2% | -72.9% | -22.0% |
| 3Y | +297.2% | -13.4% | +310.6% | +292.1% |
| 5Y | +95.9% | -65.1% | +160.9% | +167.8% |
| All | +95.9% | -64.7% | +160.6% | +167.8% |
Cumulative growth
Daily Returns
Daily percentage return beside KMX.
Daily Out/Under-Performance
Portfolio return minus KMX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × KMX 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 KMX 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