+74.8%
MTZ vs M
-11.5%
+86.3%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -4.6% | +14.1% | +10.6% |
| 7D | -6.4% | -4.3% | -2.2% | -6.0% |
| 30D | -22.1% | +1.3% | -23.3% | -22.9% |
| 3M | -32.7% | -7.4% | -25.3% | -32.1% |
| 6M | -59.8% | +18.3% | -78.2% | -62.0% |
| YTD | -19.9% | +7.6% | -27.5% | -23.1% |
| 1Y | -11.5% | +17.4% | -28.9% | -17.1% |
| 3Y | +258.1% | +108.4% | +149.7% | +176.2% |
| All | +74.8% | -11.5% | +86.3% | +53.9% |
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 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