+37.5%
MTZ vs MDY
+14.2%
+23.3%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -1.1% | -1.2% | -0.5% |
| 7D | +2.3% | -0.8% | +3.0% | +3.5% |
| 30D | -10.3% | -3.9% | -6.4% | -3.9% |
| 3M | -31.8% | 0.0% | -31.8% | -30.8% |
| 6M | -19.2% | +8.5% | -27.7% | -27.1% |
| YTD | +10.7% | +13.2% | -2.5% | -7.2% |
| 1Y | +37.5% | +15.0% | +22.5% | +15.0% |
| All | +37.5% | +14.2% | +23.3% | +15.0% |
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