-50.7%
MTZ vs MUZ
-30.7%
-20.0%
-63.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | MUZ | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -9.9% | +19.4% | +7.1% |
| 7D | -6.4% | +45.8% | -52.2% | +5.0% |
| 30D | -22.1% | +99.8% | -121.9% | -4.0% |
| 3M | -32.7% | +12.0% | -44.7% | -27.1% |
| All | -50.7% | -30.7% | -20.0% | -46.8% |
Cumulative growth
Daily Returns
Daily percentage return beside MUZ.
Daily Out/Under-Performance
Portfolio return minus MUZ return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × MUZ 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 6mo: compounded portfolio wealth divided by compounded MUZ 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…
6mo analysis · Full analysis span regression · Available span rolling