+156.5%
MTZ vs MTB
+116.9%
+39.6%
-48.5%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 3y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | -0.1% | +2.2% | +2.2% |
| 7D | -1.6% | +1.7% | -3.3% | -2.5% |
| 30D | -11.1% | -4.2% | -6.9% | -9.0% |
| 3M | -36.7% | +8.9% | -45.6% | -40.0% |
| 6M | -21.9% | +10.9% | -32.8% | -26.9% |
| YTD | +9.1% | +21.5% | -12.4% | -3.6% |
| 1Y | +30.0% | +21.9% | +8.0% | +14.4% |
| All | +156.5% | +116.9% | +39.6% | +51.2% |
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 3y: 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…
3y analysis · Full analysis span regression · 6 months rolling