+166.3%
MTZ vs MKTX
-61.3%
+227.6%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | 0.0% | -2.2% | -2.2% |
| 7D | +2.3% | +0.3% | +2.0% | +2.2% |
| 30D | -10.3% | +1.0% | -11.2% | -10.4% |
| 3M | -31.8% | +40.8% | -72.6% | -34.8% |
| 6M | -19.2% | -10.9% | -8.3% | -18.3% |
| YTD | +10.7% | -8.6% | +19.3% | +11.4% |
| 1Y | +37.5% | -11.6% | +49.1% | +38.9% |
| 3Y | +162.4% | -24.5% | +186.9% | +164.7% |
| 5Y | +166.3% | -60.7% | +227.0% | +188.6% |
| All | +166.3% | -61.3% | +227.6% | +188.6% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling