+415.5%
MTZ vs MTB
+114.2%
+301.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +4.6% | -0.2% | +4.8% | +4.7% |
| 7D | +12.9% | -2.0% | +14.9% | +14.2% |
| 30D | -8.5% | +0.1% | -8.7% | -8.8% |
| 3M | -30.6% | -12.1% | -18.5% | -25.8% |
| 6M | -55.1% | +7.3% | -62.4% | -57.3% |
| YTD | -13.0% | +11.5% | -24.5% | -19.3% |
| 1Y | -4.3% | +21.3% | -25.5% | -15.3% |
| 3Y | +284.0% | +104.1% | +179.9% | +149.6% |
| 5Y | +97.7% | +61.8% | +35.8% | +38.1% |
| All | +415.5% | +114.2% | +301.3% | +163.5% |
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 10y: 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…
10y analysis · Full analysis span regression · 6 months rolling