-4.3%
MTZ vs M
+25.7%
-30.0%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.9% | +5.5% | +4.7% |
| 7D | +12.9% | -3.3% | +16.2% | +12.9% |
| 30D | -8.5% | +8.1% | -16.6% | -9.5% |
| 3M | -30.6% | +2.2% | -32.8% | -31.0% |
| 6M | -55.1% | +35.1% | -90.2% | -57.0% |
| YTD | -13.0% | +15.8% | -28.8% | -16.9% |
| 1Y | -4.3% | +25.8% | -30.1% | -9.7% |
| All | -4.3% | +25.7% | -30.0% | -9.7% |
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