+547.1%
MTZ vs KMX
+392.6%
+154.5%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -4.3% | +0.1% | -4.5% | -4.4% |
| 7D | -8.7% | +1.5% | -10.2% | -9.2% |
| 30D | -15.0% | +3.0% | -18.0% | -16.0% |
| 3M | -32.6% | -7.8% | -24.8% | -31.6% |
| 6M | -56.3% | +34.3% | -90.7% | -60.4% |
| YTD | -16.8% | +40.2% | -57.0% | -26.6% |
| 1Y | -10.0% | +63.0% | -73.0% | -24.1% |
| 3Y | +267.1% | -14.5% | +281.6% | +257.6% |
| 5Y | +89.9% | -64.3% | +154.2% | +125.7% |
| 10Y | +442.2% | +2.8% | +439.5% | +375.5% |
| All | +547.1% | +392.6% | +154.5% | +323.4% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling