+74.8%
MTZ vs MTB
+63.3%
+11.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -0.9% | +10.5% | +9.9% |
| 7D | -6.4% | -1.3% | -5.1% | -6.0% |
| 30D | -22.1% | +0.5% | -22.6% | -22.5% |
| 3M | -32.7% | -12.4% | -20.3% | -28.9% |
| 6M | -59.8% | +1.5% | -61.3% | -60.5% |
| YTD | -19.9% | +10.3% | -30.2% | -24.5% |
| 1Y | -11.5% | +22.2% | -33.7% | -20.5% |
| 3Y | +258.1% | +96.9% | +161.1% | +160.2% |
| All | +74.8% | +63.3% | +11.5% | +30.2% |
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 5y: 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…
5y analysis · Full analysis span regression · 6 months rolling