+748.8%
MTZ vs KMX
+475.4%
+273.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | KMX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.0% | +1.1% | +1.8% |
| 7D | -1.6% | +1.9% | -3.5% | -2.1% |
| 30D | -11.1% | +11.7% | -22.8% | -13.8% |
| 3M | -36.7% | +34.9% | -71.6% | -42.1% |
| 6M | -21.9% | +50.3% | -72.2% | -31.4% |
| YTD | +9.1% | +63.8% | -54.7% | -7.1% |
| 1Y | +30.0% | +3.8% | +26.1% | +22.6% |
| 3Y | +138.5% | -24.3% | +162.7% | +141.2% |
| 5Y | +158.3% | -50.2% | +208.6% | +181.2% |
| 10Y | +700.8% | +5.4% | +695.4% | +599.4% |
| All | +748.8% | +475.4% | +273.4% | +436.0% |
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