-21.9%
MTZ vs OPEN
-37.6%
+15.7%
-46.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 6mo.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +0.6% | +1.5% | +2.0% |
| 7D | -1.6% | -4.3% | +2.7% | -1.0% |
| 30D | -11.1% | -16.2% | +5.1% | -9.0% |
| 3M | -36.7% | -36.4% | -0.3% | -33.6% |
| 6M | -21.9% | -35.5% | +13.5% | -19.3% |
| All | -21.9% | -37.6% | +15.7% | -19.3% |
Cumulative growth
Daily Returns
Daily percentage return beside OPEN.
Daily Out/Under-Performance
Portfolio return minus OPEN return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × OPEN 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 OPEN 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 · 6 months rolling