-3.8%
MTZ vs P
+23.6%
-27.5%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | -1.3% | -1.9% | +0.7% | -0.8% |
| 7D | +5.0% | +11.6% | -6.6% | +2.4% |
| 30D | -6.0% | -23.7% | +17.7% | -1.3% |
| 3M | -36.1% | -8.0% | -28.1% | -35.8% |
| 6M | -56.9% | +27.9% | -84.8% | -60.5% |
| YTD | -15.9% | +61.2% | -77.1% | -26.8% |
| 1Y | -3.8% | +28.6% | -32.5% | -15.4% |
| All | -3.8% | +23.6% | -27.5% | -15.4% |
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 1y: 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…
1y analysis · Full analysis span regression · 6 months rolling