+8,840.4%
MTZ vs M
+425.5%
+8,414.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | M | Excess | Alpha |
|---|---|---|---|---|
| 1D | -5.2% | -5.9% | +0.7% | -3.4% |
| 7D | -10.6% | -2.1% | -8.5% | -10.5% |
| 30D | -30.4% | +7.7% | -38.1% | -32.5% |
| 3M | -40.4% | -4.4% | -36.1% | -40.3% |
| 6M | -63.7% | +27.5% | -91.2% | -66.9% |
| YTD | -26.9% | +12.8% | -39.6% | -31.5% |
| 1Y | -20.2% | +20.7% | -40.9% | -27.0% |
| 3Y | +208.1% | +111.3% | +96.8% | +122.5% |
| 5Y | +69.4% | -6.3% | +75.7% | +44.8% |
| 10Y | +440.6% | +1.5% | +439.1% | +263.7% |
| All | +8,840.4% | +425.5% | +8,414.8% | +3,677.6% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling