+3,726.1%
MTZ vs MDY
+2,629.7%
+1,096.4%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MDY | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | +0.8% | +3.8% | +3.7% |
| 7D | +12.9% | +0.2% | +12.7% | +13.0% |
| 30D | -8.5% | +2.1% | -10.7% | -10.7% |
| 3M | -30.6% | -3.6% | -27.0% | -27.2% |
| 6M | -55.1% | +1.7% | -56.8% | -55.5% |
| YTD | -13.0% | +13.8% | -26.8% | -24.3% |
| 1Y | -4.3% | +15.5% | -19.8% | -18.0% |
| 3Y | +284.0% | +58.3% | +225.7% | +134.2% |
| 5Y | +97.7% | +37.4% | +60.2% | +41.7% |
| 10Y | +444.4% | +171.0% | +273.4% | +89.6% |
| All | +3,726.1% | +2,629.7% | +1,096.4% | +54.3% |
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