+161.4%
MTZ vs NYT
+39.3%
+122.2%
-61.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 5y.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | -3.5% | 0.0% | -3.5% | -3.5% |
| 7D | 0.0% | -0.7% | +0.7% | +0.1% |
| 30D | -14.8% | +4.5% | -19.3% | -15.7% |
| 3M | -30.8% | -8.5% | -22.3% | -30.0% |
| 6M | -22.6% | -15.1% | -7.6% | -20.4% |
| YTD | +6.8% | -3.3% | +10.1% | +5.8% |
| 1Y | +22.1% | +17.0% | +5.1% | +14.0% |
| 3Y | +153.1% | +55.7% | +97.4% | +113.7% |
| 5Y | +161.4% | +38.9% | +122.6% | +107.3% |
| All | +161.4% | +39.3% | +122.2% | +107.3% |
Cumulative growth
Daily Returns
Daily percentage return beside NYT.
Daily Out/Under-Performance
Portfolio return minus NYT return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × NYT 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 NYT 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