+30.0%
MTZ vs MTB
+23.4%
+6.6%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.1% |
| 7D | -1.6% | +1.7% | -3.3% | -2.1% |
| 30D | -11.1% | -4.2% | -6.9% | -9.9% |
| 3M | -36.7% | +8.9% | -45.6% | -39.1% |
| 6M | -21.9% | +10.9% | -32.8% | -25.8% |
| YTD | +9.1% | +21.5% | -12.4% | -1.1% |
| 1Y | +30.0% | +21.9% | +8.0% | +13.1% |
| All | +30.0% | +23.4% | +6.6% | +13.1% |
Cumulative growth
Daily Returns
Daily percentage return beside MTB.
Daily Out/Under-Performance
Portfolio return minus MTB return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MTB 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 1y: compounded portfolio wealth divided by compounded MTB 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…
1y analysis · Full analysis span regression · 6 months rolling