+226.9%
MTZ vs M
+110.5%
+116.4%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.9% | +0.7% | -3.9% |
| 7D | -10.6% | -2.1% | -8.5% | -10.5% |
| 30D | -30.4% | +7.7% | -38.1% | -32.0% |
| 3M | -40.4% | -4.4% | -36.1% | -40.2% |
| 6M | -63.7% | +27.5% | -91.2% | -66.3% |
| YTD | -26.9% | +12.8% | -39.6% | -30.5% |
| 1Y | -20.2% | +20.7% | -40.9% | -25.7% |
| All | +226.9% | +110.5% | +116.4% | +145.4% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling