+157.9%
MTZ vs M
+27.3%
+130.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +2.6% | -0.5% | +1.5% |
| 7D | -1.6% | +4.7% | -6.3% | -2.6% |
| 30D | -11.1% | -9.6% | -1.4% | -9.0% |
| 3M | -36.7% | +0.9% | -37.6% | -37.1% |
| 6M | -21.9% | +22.3% | -44.2% | -26.1% |
| YTD | +9.1% | +6.5% | +2.6% | +6.1% |
| 1Y | +30.0% | +38.8% | -8.8% | +17.9% |
| 3Y | +138.5% | +115.9% | +22.5% | +86.0% |
| All | +157.9% | +27.3% | +130.6% | +114.3% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling