+501.4%
MTZ vs P
+713.7%
-212.3%
-67.9%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.5% | +6.0% | +8.5% |
| 7D | -6.4% | -23.8% | +17.4% | +0.9% |
| 30D | -22.1% | -36.6% | +14.6% | -11.8% |
| 3M | -32.7% | +10.9% | -43.6% | -36.3% |
| 6M | -59.8% | +30.0% | -89.8% | -64.3% |
| YTD | -19.9% | +44.4% | -64.3% | -31.9% |
| 1Y | -11.5% | +3.9% | -15.4% | -18.7% |
| 3Y | +258.1% | +176.6% | +81.5% | +132.9% |
| 5Y | +85.5% | +249.3% | -163.7% | +8.3% |
| All | +501.4% | +713.7% | -212.3% | +172.3% |
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