+166.4%
MTZ vs KMX
-52.4%
+218.8%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | -4.3% | +8.1% | +4.9% |
| 7D | +3.6% | -0.7% | +4.3% | +3.6% |
| 30D | -9.6% | +4.1% | -13.8% | -10.8% |
| 3M | -31.9% | +27.5% | -59.5% | -36.7% |
| 6M | -13.8% | +43.6% | -57.4% | -23.3% |
| YTD | +13.3% | +56.8% | -43.5% | -2.8% |
| 1Y | +39.3% | -1.3% | +40.6% | +35.3% |
| 3Y | +168.3% | -25.4% | +193.7% | +179.1% |
| 5Y | +166.4% | -53.9% | +220.3% | +204.9% |
| All | +166.4% | -52.4% | +218.8% | +204.9% |
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