+4,697.1%
MTZ vs MDY
+2,662.7%
+2,034.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.1% | +2.0% | +2.0% |
| 7D | -1.6% | +0.1% | -1.7% | -1.8% |
| 30D | -11.1% | -1.5% | -9.6% | -9.3% |
| 3M | -36.7% | +0.8% | -37.5% | -36.8% |
| 6M | -21.9% | +7.4% | -29.4% | -27.5% |
| YTD | +9.1% | +15.2% | -6.1% | -6.6% |
| 1Y | +30.0% | +16.5% | +13.4% | +10.2% |
| 3Y | +138.5% | +46.8% | +91.7% | +59.2% |
| 5Y | +158.3% | +46.0% | +112.3% | +72.3% |
| 10Y | +700.8% | +172.1% | +528.7% | +177.5% |
| All | +4,697.1% | +2,662.7% | +2,034.4% | +90.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling