+3,134.4%
MTZ vs NYT
+763.5%
+2,370.9%
-97.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | NYT | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.3% | +1.8% | +2.0% |
| 7D | -1.6% | -1.3% | -0.3% | -1.2% |
| 30D | -11.1% | +2.7% | -13.8% | -12.0% |
| 3M | -36.7% | -10.3% | -26.4% | -35.3% |
| 6M | -21.9% | -16.6% | -5.4% | -18.7% |
| YTD | +9.1% | -2.3% | +11.4% | +7.9% |
| 1Y | +30.0% | +15.0% | +15.0% | +21.5% |
| 3Y | +138.5% | +57.1% | +81.3% | +99.1% |
| 5Y | +158.3% | +37.2% | +121.2% | +118.3% |
| 10Y | +700.8% | +464.3% | +236.4% | +317.6% |
| All | +3,134.4% | +763.5% | +2,370.9% | +1,282.7% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling