+305.7%
MTZ vs OPEN
-87.0%
+392.7%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | OPEN | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | -21.8% | +31.3% | +11.3% |
| 7D | -6.4% | -22.2% | +15.8% | -5.2% |
| 30D | -22.1% | -38.3% | +16.3% | -19.6% |
| 3M | -32.7% | -59.4% | +26.7% | -28.1% |
| 6M | -59.8% | -74.4% | +14.5% | -55.6% |
| YTD | -19.9% | -76.0% | +56.1% | -11.7% |
| 1Y | -11.5% | -78.7% | +67.2% | -2.0% |
| 3Y | +258.1% | -30.0% | +288.1% | +207.7% |
| 5Y | +85.5% | -93.7% | +179.3% | +79.6% |
| All | +305.7% | -87.0% | +392.7% | +266.3% |
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 all: 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…
all analysis · Full analysis span regression · 6 months rolling