+168.3%
MTZ vs MKTX
-24.9%
+193.2%
-48.1%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +3.8% | 0.0% | +3.8% | +3.8% |
| 7D | +3.6% | +0.4% | +3.1% | +3.5% |
| 30D | -9.6% | +1.0% | -10.6% | -9.7% |
| 3M | -31.9% | +41.3% | -73.2% | -31.8% |
| 6M | -13.8% | -11.3% | -2.5% | -14.7% |
| YTD | +13.3% | -8.6% | +21.8% | +12.1% |
| 1Y | +39.3% | -11.1% | +50.3% | +38.2% |
| 3Y | +168.3% | -24.5% | +192.9% | +160.9% |
| All | +168.3% | -24.9% | +193.2% | +160.9% |
Cumulative growth
Daily Returns
Daily percentage return beside MKTX.
Daily Out/Under-Performance
Portfolio return minus MKTX return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MKTX 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 3y: compounded portfolio wealth divided by compounded MKTX 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…
3y analysis · Full analysis span regression · 6 months rolling