+3,421.1%
MTZ vs MDY
+2,534.4%
+886.8%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +0.6% | +8.9% | +8.8% |
| 7D | -6.4% | -1.7% | -4.8% | -4.5% |
| 30D | -22.1% | -0.9% | -21.1% | -21.3% |
| 3M | -32.7% | -5.7% | -26.9% | -27.6% |
| 6M | -59.8% | -2.9% | -56.9% | -58.0% |
| YTD | -19.9% | +9.8% | -29.8% | -27.5% |
| 1Y | -11.5% | +13.5% | -25.0% | -22.8% |
| 3Y | +258.1% | +51.9% | +206.2% | +129.0% |
| 5Y | +85.5% | +32.0% | +53.5% | +39.2% |
| 10Y | +492.2% | +176.5% | +315.7% | +101.6% |
| All | +3,421.1% | +2,534.4% | +886.8% | +47.8% |
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