+2,381.2%
MTZ vs MKTX
+1,470.5%
+910.8%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | -2.2% | -0.1% | -2.1% | -2.1% |
| 7D | +16.5% | +0.2% | +16.2% | +16.4% |
| 30D | -10.2% | +0.9% | -11.1% | -10.4% |
| 3M | -34.2% | +2.5% | -36.7% | -34.6% |
| 6M | -56.0% | +18.6% | -74.6% | -58.3% |
| YTD | -14.8% | -7.1% | -7.8% | -14.6% |
| 1Y | -7.2% | -0.3% | -6.9% | -8.8% |
| 3Y | +275.8% | -22.3% | +298.0% | +280.4% |
| 5Y | +93.5% | -54.5% | +148.0% | +120.3% |
| 10Y | +432.7% | +12.9% | +419.7% | +337.1% |
| All | +2,381.2% | +1,470.5% | +910.8% | +709.9% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling