+95.0%
MTZ vs MTB
+61.4%
+33.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | MTB | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | +0.6% | -1.9% | -1.5% |
| 7D | +5.0% | +1.5% | +3.4% | +4.4% |
| 30D | -6.0% | +2.3% | -8.4% | -7.1% |
| 3M | -36.1% | -12.1% | -24.0% | -32.5% |
| 6M | -56.9% | +9.8% | -66.7% | -59.1% |
| YTD | -15.9% | +12.0% | -27.9% | -21.2% |
| 1Y | -3.8% | +22.0% | -25.9% | -13.5% |
| 3Y | +272.3% | +107.6% | +164.7% | +164.9% |
| All | +95.0% | +61.4% | +33.6% | +46.7% |
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