+3,079.5%
MTZ vs MKTX
+1,446.2%
+1,633.3%
-71.2%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | MKTX | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | 0.0% | +2.1% | +2.1% |
| 7D | -1.6% | +0.4% | -2.0% | -1.7% |
| 30D | -11.1% | +1.1% | -12.2% | -11.3% |
| 3M | -36.7% | +36.1% | -72.8% | -42.1% |
| 6M | -21.9% | -12.9% | -9.1% | -20.3% |
| YTD | +9.1% | -8.5% | +17.6% | +9.9% |
| 1Y | +30.0% | -7.5% | +37.5% | +29.7% |
| 3Y | +138.5% | -28.3% | +166.8% | +145.7% |
| 5Y | +158.3% | -63.3% | +221.6% | +211.8% |
| 10Y | +700.8% | +4.5% | +696.3% | +571.7% |
| All | +3,079.5% | +1,446.2% | +1,633.3% | +941.9% |
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