-11.5%
MTZ vs P
-0.9%
-10.6%
-63.7%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 1y.
| Period | Portfolio | P | Excess | Alpha |
|---|---|---|---|---|
| 1D | +9.5% | +3.5% | +6.0% | +8.7% |
| 7D | -6.4% | -23.8% | +17.4% | -1.1% |
| 30D | -22.1% | -36.6% | +14.6% | -14.6% |
| 3M | -32.7% | +10.9% | -43.6% | -35.3% |
| 6M | -59.8% | +30.0% | -89.8% | -63.3% |
| YTD | -19.9% | +44.4% | -64.3% | -28.9% |
| 1Y | -11.5% | +3.9% | -15.4% | -20.2% |
| All | -11.5% | -0.9% | -10.6% | -20.2% |
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 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