+415.5%
MTZ vs M
-6.5%
+422.0%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.9% |
| 7D | +12.9% | -3.3% | +16.2% | +13.8% |
| 30D | -8.5% | +8.1% | -16.6% | -11.3% |
| 3M | -30.6% | +2.2% | -32.8% | -31.8% |
| 6M | -55.1% | +35.1% | -90.2% | -59.5% |
| YTD | -13.0% | +15.8% | -28.8% | -18.7% |
| 1Y | -4.3% | +25.8% | -30.1% | -12.9% |
| 3Y | +284.0% | +156.2% | +127.8% | +168.5% |
| 5Y | +97.7% | -2.4% | +100.0% | +69.5% |
| All | +415.5% | -6.5% | +422.0% | +238.0% |
Cumulative growth
Daily Returns
Daily percentage return beside M.
Daily Out/Under-Performance
Portfolio return minus M return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × M 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 10y: compounded portfolio wealth divided by compounded M 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…
10y analysis · Full analysis span regression · 6 months rolling