+697.8%
MTZ vs P
+732.0%
-34.2%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +2.1% | +1.4% | +0.7% | +1.7% |
| 7D | -1.6% | +6.5% | -8.1% | -3.5% |
| 30D | -11.1% | +18.8% | -29.9% | -16.2% |
| 3M | -36.7% | +26.7% | -63.5% | -41.6% |
| 6M | -21.9% | +62.2% | -84.1% | -34.0% |
| YTD | +9.1% | +48.5% | -39.4% | -6.2% |
| 1Y | +30.0% | +26.4% | +3.6% | +14.5% |
| 3Y | +138.5% | +159.4% | -21.0% | +61.2% |
| 5Y | +158.3% | +275.8% | -117.4% | +50.9% |
| All | +697.8% | +732.0% | -34.2% | +269.2% |
Cumulative growth
Daily Returns
Daily percentage return beside P.
Daily Out/Under-Performance
Portfolio return minus P return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × P 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 10y: compounded portfolio wealth divided by compounded P 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…
10y analysis · Full analysis span regression · 6 months rolling