-11.5%
MTZ vs M
+15.5%
-26.9%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.6% | +14.1% | +9.7% |
| 7D | -6.4% | -4.3% | -2.2% | -6.2% |
| 30D | -22.1% | +1.3% | -23.3% | -22.6% |
| 3M | -32.7% | -7.4% | -25.3% | -32.5% |
| 6M | -59.8% | +18.3% | -78.2% | -61.0% |
| YTD | -19.9% | +7.6% | -27.5% | -23.1% |
| 1Y | -11.5% | +17.4% | -28.9% | -15.9% |
| All | -11.5% | +15.5% | -26.9% | -15.9% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling