+3,134.4%
MTZ vs MTB
+8,294.1%
-5,159.7%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| 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% | -9.2% |
| 3M | -36.7% | +8.9% | -45.6% | -39.6% |
| 6M | -21.9% | +10.9% | -32.8% | -26.2% |
| YTD | +9.1% | +21.5% | -12.4% | -1.8% |
| 1Y | +30.0% | +21.9% | +8.0% | +16.6% |
| 3Y | +138.5% | +109.2% | +29.2% | +61.9% |
| 5Y | +158.3% | +102.0% | +56.4% | +70.2% |
| 10Y | +700.8% | +171.9% | +528.9% | +343.2% |
| All | +3,134.4% | +8,294.1% | -5,159.7% | +555.8% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling