+30.0%
MTZ vs MDY
+17.9%
+12.0%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +1.9% |
| 7D | -1.6% | +0.1% | -1.7% | -1.9% |
| 30D | -11.1% | -1.5% | -9.6% | -8.5% |
| 3M | -36.7% | +0.8% | -37.5% | -36.7% |
| 6M | -21.9% | +7.4% | -29.4% | -28.7% |
| YTD | +9.1% | +15.2% | -6.1% | -11.0% |
| 1Y | +30.0% | +16.5% | +13.4% | +5.9% |
| All | +30.0% | +17.9% | +12.0% | +5.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MDY.
Daily Out/Under-Performance
Portfolio return minus MDY return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MDY 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 MDY 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